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~person:"Hommes, Cars H."
~person:"Renault, Eric"
~person:"Zhou, Guofu"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Search: subject_exact:"Capital asset pricing model"
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CAPM
54
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38
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38
Capital income
14
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14
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10
Expectation formation
10
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Hommes, Cars H.
Renault, Eric
Zhou, Guofu
Zaremba, Adam
63
Jarrow, Robert A.
36
Fabozzi, Frank J.
34
Faff, Robert W.
32
Ferson, Wayne E.
31
Cakici, Nusret
30
Madan, Dilip B.
29
Harvey, Campbell R.
28
Hansen, Lars Peter
25
Hens, Thorsten
23
Lee, Cheng F.
23
Sehgal, Sanjay
23
Satchell, Stephen
21
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20
Rubio, Gonzalo
20
Campbell, John Y.
19
Fletcher, Jonathan
19
Levy, Haim
19
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18
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18
Kan, Raymond
18
Robotti, Cesare
18
He, Xue-zhong
17
Shanken, Jay
17
Yang, Chunpeng
17
Duffie, Darrell
16
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16
Zhang, Lu
16
Auer, Benjamin R.
15
Bali, Turan G.
15
Brennan, Michael J.
15
Guo, Hui
15
Lo, Andrew W.
15
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15
Vaihekoski, Mika
15
Hung, Mao-Wei
14
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Journal of economic dynamics & control
7
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6
Journal of econometrics
3
Journal of economic behavior & organization : JEBO
3
Journal of empirical finance
3
Journal of financial economics
3
The review of financial studies
3
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2
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2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
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1
China finance review international
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Equilibrium, markets and dynamics : essays in honour of Claus Weddepohl ; with 6 tables
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Handbook of economic forecasting ; Volume 2A
1
Japan and the world economy : international journal of theory and policy
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
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The econometrics journal
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ECONIS (ZBW)
54
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54
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1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
2
Identification of beliefs in the presence of disaster risk and misspecification
Chaudhuri, Saraswata
;
Renault, Eric
;
Wahlstrom, Oscar
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 261-290)
.
2023
Persistent link: https://www.econbiz.de/10014315375
Saved in:
3
Are long-horizon expectations (de-)stabilizing? : theory and experiments
Evans, George W.
;
Hommes, Cars H.
;
McGough, Bruce
; …
- In:
Journal of monetary economics
132
(
2022
),
pp. 44-63
Persistent link: https://www.econbiz.de/10013489665
Saved in:
4
Expected return, volume, and mispricing
Han, Yufeng
;
Huang, Dashan
;
Huang, Dayong
;
Zhou, Guofu
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1295-1315
Persistent link: https://www.econbiz.de/10013402177
Saved in:
5
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
6
Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
Saved in:
7
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
8
Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C.
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
Saved in:
9
Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 729-735
Persistent link: https://www.econbiz.de/10012405518
Saved in:
10
Comment on: pseudo-true SDFs in conditional asset pricing models : comparing fixed- versus vanishing-bandwidth estimators of pseudo-true SDFs
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 736-775
Persistent link: https://www.econbiz.de/10012405520
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