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W-MPS Risk Aversion and the Shadow CAPM : Theory and Empirical Evidence
Huang, Lin - 2016
This paper presents the shadow Capital Asset Pricing Model (CAPM) of Ma (2011a) as an intertemporal equilibrium asset pricing model, and tests it empirically. In contrast to the classical CAPM - a single factor model based on a strong behavioral or distributional assumption, the shadow CAPM can...
Persistent link: https://www.econbiz.de/10012982842
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On the setting-up and construction of the pilot zones for supporting comprehensive reforms
Huang, Lin - In: China's new deal : economic development under …, (pp. 301-305). 2011
Persistent link: https://www.econbiz.de/10009267641
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Macroeconomic factors and the cross-section of commodity futures returns
Shang, Hua; Ping, Yuan; Huang, Lin - In: International review of economics & finance : IREF 45 (2016), pp. 316-332
Persistent link: https://www.econbiz.de/10011626418
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Hedging or speculation : what can we learn from the volume-return relationship?
Huang, Lin; Zhang, Dayong - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1117-1128
Persistent link: https://www.econbiz.de/10011561233
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Exchange risk and asset returns : a theoretical and empirical study of an open economy asset pricing model
Huang, Lin; Wu, Jia; Zhang, Rui - In: Emerging markets review 21 (2014), pp. 96-116
Persistent link: https://www.econbiz.de/10011304335
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Accounting accruals, future operating performance, and public-listing age
Huang, Lin; Shu, Yan - In: Emerging markets finance & trade : a journal of the … 50 (2014) 1, pp. 164-182
Persistent link: https://www.econbiz.de/10010402586
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Is the investment factor a proxy for time-varying investment opportunities? : the US and international evidence
Huang, Lin; Wang, Zijun - In: Journal of banking & finance 44 (2014), pp. 219-232
Persistent link: https://www.econbiz.de/10010410914
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Does air pollution influence investor trading behavior? : evidence from China
Guo, Mengmeng; Wei, Mengxing; Huang, Lin - In: Emerging markets review 50 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013416947
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Bank stocks, risk factors, and tail behavior
Yang, Huan; Cai, Jun; Huang, Lin; Marcus, Alan J. - In: Journal of empirical finance 63 (2021), pp. 203-229
Persistent link: https://www.econbiz.de/10013259284
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Marketing strategy of BMW in Japan : the keys to success in Japanese market
Huang, Lin - In: Management Japan : the magazine of intern. business 25 (1992) 1, pp. 27-31
Persistent link: https://www.econbiz.de/10001123620