Search Results - subject:"Cross-sectional asset pricing"

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Realized semibetas in the Australian stock market

Li, Jinze; Li, Bin; Su, Jen-je - In: Applied economics 57 (2025) 26, pp. 3572-3588

Persistent link: https://www.econbiz.de/10015442991

An information-theoretic asset pricing model

Ghosh, Anisha; Julliard, Christian; Taylor, Alex P. - In: Journal of financial econometrics 23 (2025) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10015339156

Dealer inventory and the cross-section of corporate bond returns

Friewald, Nils; Nagler, Florian - In: Economics letters 239 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015076672

An intertemporal risk factor model

Chabi-Yo, Fousseni; Gonçalves, Andrei S.; Loudis, … - In: Management science : journal of the Institute for … 71 (2025) 8, pp. 6518-6544

Persistent link: https://www.econbiz.de/10015447387

Essentials of Financial Economics : A Hands-On Approach

Donadelli, Michael; Costola, Michele; Gufler, Ivan - 2025

CAPM -- The Consumption CAPM -- Arbitrage Pricing Theory and Multi-factor Models -- Empirical Cross-Sectional Asset Pricing … pricing, the Black-Litterman asset allocation model, empirical cross-sectional asset pricing, and event studies. With a strong …

Persistent link: https://www.econbiz.de/10015397272