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A note on the asymptotic covariance in Fama-MacBeth regression
Jagannathan, Ravi - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 799-801
Persistent link: https://www.econbiz.de/10001238217
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An asymptotic theory for estimating beta-pricing models using cross-sectional regression
Jagannathan, Ravi - In: The journal of finance : the journal of the American … 53 (1998) 4, pp. 1285-1309
Persistent link: https://www.econbiz.de/10001247200
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Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi; Wang, Zhenyu - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2337-2368
Persistent link: https://www.econbiz.de/10001709440
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The equity premium and structural breaks
Pástor, Ľuboš; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1207-1239
Persistent link: https://www.econbiz.de/10001662218
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On the design of contingent capital with a market trigger
Sundaresan, Suresh; Wang, Zhenyu - In: The journal of finance : the journal of the American … 70 (2015) 2, pp. 881-920
Persistent link: https://www.econbiz.de/10010517153
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Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods
Jagannathan, Ravi; Wang, Zhenyu - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2337-2368
Persistent link: https://www.econbiz.de/10006558769
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An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression
Jagannathan, Ravi; Wang, Zhenyu - In: The journal of finance : the journal of the American … 53 (1998) 4, pp. 1285-1310
Persistent link: https://www.econbiz.de/10007353253
Cover Image
An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression
Jagannathan, Ravi; Wang, Zhenyu - In: The journal of finance : the journal of the American … 53 (1998) 4, pp. 1285-1310
Persistent link: https://www.econbiz.de/10007353264
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A Note on the Asymptotic Covariance in Fama-MacBeth Regression
Jagannathan, Ravi; Wang, Zhenyu - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 799-802
Persistent link: https://www.econbiz.de/10007359217
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The Conditional CAPM and the Cross-Section of Expected Returns
Jagannathan, Ravi; Wang, Zhenyu - In: The journal of finance : the journal of the American … 51 (1996) 1, pp. 3-54
Persistent link: https://www.econbiz.de/10007316367