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CAPM
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Smith, Peter N.
16
Wickens, Michael R.
13
Pongrapeeporn Abhakorn
4
Abhakorn, Pongrapeeporn
2
Clare, Andrew D.
1
Guo, Na
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Smith, Peter
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ECONIS (ZBW)
17
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Asset pricing with observable stochastic discount factors
Smith, Peter
;
Wickens, Michael R.
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 397-446
Persistent link: https://www.econbiz.de/10001686269
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2
Modelling risk premia in international asset markets
Smith, Peter N.
- In:
European economic review : EER
37
(
1993
)
1
,
pp. 159-176
Persistent link: https://www.econbiz.de/10001139838
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3
Macroeconomic sources of FOREX risk
Wickens, Michael R.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001613840
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4
UK stock returns and robust tests of mean variance efficiency
Clare, Andrew D.
- In:
Journal of banking & finance
21
(
1997
)
5
,
pp. 641-660
Persistent link: https://www.econbiz.de/10001222187
Saved in:
5
Asset pricing with observable stochastic discount factors
Smith, Peter N.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001653785
Saved in:
6
Asset pricing with observable stochastic discount factors
Smith, Peter N.
;
Wickens, Michael R.
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 161-210)
.
2003
Persistent link: https://www.econbiz.de/10001932664
Saved in:
7
Macroeconomic sources of equity risk
Smith, Peter N.
(
contributor
);
Sorensen, S.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001837657
Saved in:
8
Consumption, size and book-to-market ratio in equity returns
Abhakorn, Pongrapeeporn
;
Smith, Peter N.
;
Wickens, …
-
2011
Persistent link: https://www.econbiz.de/10009381289
Saved in:
9
A cross section of equity returns : the no-arbitrage test
Abhakorn, Pongrapeeporn
;
Smith, Peter N.
;
Wickens, …
-
2011
Persistent link: https://www.econbiz.de/10009381294
Saved in:
10
What do the Fama-French factors add to C-CAPM?
Pongrapeeporn Abhakorn
;
Smith, Peter N.
;
Wickens, Michael R.
- In:
Journal of empirical finance
22
(
2013
),
pp. 113-127
Persistent link: https://www.econbiz.de/10009768417
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