Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior [PDF]
This paper studies the ability of a general class of habit-based asset pricing models to match the conditional moment restrictions implied by asset pricing theory.
Sydney C. Ludvigson, Xiaohong Chen
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COVID-19-Associated Pulmonary Mucormycosis: An Underdiagnosed Entity with High Mortality. [PDF]
Mycopathologia, 2022 Muthu V, Agarwal R, Chakrabarti A.
europepmc +1 more source
Comparison of CAPM and Fama-French Three Factor Model in the Auto-mobile Industry [PDF]
, 2023 Zichuan Li, Yue Ma, Zhen Wang
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International Review of Financial Analysis, 2018 Zhen He, Fergal O'Connor, J. Thijssen
semanticscholar +1 more source
Nonparametric estimation betas in the Market Model [PDF]
In this study an alternative nonparametric estimator to the Fama and MacBeth approach for the CAPM estimation is proposed. Betas and risk premiums are estimated simultaneously in order to increase the explanatory power of the proxy for betas.
Esteban González, María Victoria +1 more
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Foreign body aspiration and mucormycosis: a case report. [PDF]
Front Med (Lausanne), 2023 Mehdinezhad H +6 more
europepmc +1 more source
Is CAPM Still Alive for Sensex Stocks in Indian Stock Market? - an Empirical Analysis
, 2020 Suraj. E.S, Jeena Antony, Nitha. K. P
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Constant relative risk aversion utility and consumption CAPM: discount factors and risk aversions for Norway, Sweden, and the UK [PDF]
Per Bjarte Solibakke
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Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model [PDF]
This paper proposes a consumption-based model that accounts for term premiums of the nominal term structure of interest rates. The driving force behind the model is the looking at the ex ante term premium.
Hubert De La Bruslerie +1 more
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A heuristic model for the cost of capital of healthcare facilities: estimates for five countries. [PDF]
BMC Health Serv ResZuniga-Jara S +2 more
europepmc +1 more source