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Estimation and test of a simple model of intertemporal capital asset pricing
Brennan, Michael J.
;
Wang, Ashley W.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1743-1776
Persistent link: https://www.econbiz.de/10002190689
Saved in:
2
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Brennan, Michael J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016401
Saved in:
3
Stock price volatility and equity premium
Brennan, Michael J.
;
Xia, Yihong
- In:
Journal of monetary economics
47
(
2001
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10001577726
Saved in:
4
Assessing asset pricing anomalies
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
14
(
2001
)
4
,
pp. 905-942
Persistent link: https://www.econbiz.de/10001619458
Saved in:
5
Stochastic interest rates and the bond-stock mix
Brennan, Michael J.
;
Xia, Yihong
- In:
European finance review : the official journal of the …
4
(
2000
)
2
,
pp. 197-210
Persistent link: https://www.econbiz.de/10001581039
Saved in:
6
Dynamic asset allocation under inflation
Brennan, Michael J.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1201-1238
Persistent link: https://www.econbiz.de/10001684992
Saved in:
7
Assessing asset pricing anomalies
Brennan, Michael J.
;
Xia, Yihong
-
1999
Persistent link: https://www.econbiz.de/10001641297
Saved in:
8
tay's as good as cay
Brennan, Michael J.
;
Xia, Yihong
- In:
Finance research letters
2
(
2005
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
Saved in:
9
tay's as good as cay: reply
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
Saved in:
10
Dynamic asset allocation under inflation
Brennan, Michael J.
(
contributor
);
Xia, Yihong
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000801
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