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CAPM
Indien
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14
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14
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Xia, Yihong
11
Brennan, Michael J.
10
Wang, Ashley W.
3
Chan, Justin S. P.
1
Jain, Ravi
1
Lettau, Martin
1
Ludvigson, Sydney C.
1
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ECONIS (ZBW)
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Market segmentation, liquidity spillover, and closed-end country fund discounts
Chan, Justin S. P.
;
Jain, Ravi
;
Xia, Yihong
- In:
Journal of financial markets
11
(
2008
)
4
,
pp. 377-399
Persistent link: https://www.econbiz.de/10003789996
Saved in:
2
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:
3
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Xia, Yihong
;
Brennan, Michael J.
;
Wang, Ashley W.
-
2002
Persistent link: https://www.econbiz.de/10001692842
Saved in:
4
Assessing asset pricing anomalies
Brennan, Michael J.
;
Xia, Yihong
-
1999
Persistent link: https://www.econbiz.de/10001641297
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Risk and valuation under an intertemporal capital asset pricing model
Brennan, Michael J.
(
contributor
);
Xia, Yihong
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024580
Saved in:
10
International capital markets and foreign exchange risk
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
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