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Measuring “Dark Matter” in Asset Pricing Models
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(Leonid Kogan) (Hui Chen) (Winston Wei Dou)
Stock Market and No-Dividend Stocks
1
(Adem Atmaz) (Suleyman Basak)
Liquidity Fluctuations in Over-the-Counter Markets
1
(Vincent Maurin)
Volatility Expectations and Returns
1
(Lars A. Lochstoer) (Tyler Muir)
Long-Run Risk : Is It There?
1
(Yukun Liu) (Ben Matthies)
Testing Disagreement Models
1
(Yen-Cheng Chang) (Pei-Jie Hsiao) (Alexander Ljungqvist) (Kevin Tseng)
A New Test of Risk Factor Relevance
1
(Alex Chinco) (Samuel M. Hartzmark) (Abigail B. Sussman)
Bayesian Solutions for the Factor Zoo : We Just Ran Two Quadrillion Models
1
(Stevlana Bryzgalova) (Jiantao Huang) (Christian Julliard)
Discount-Rate Risk in Private Equity : Evidence from Secondary Market Transactions
1
(Brian H. Boyer) (Taylor D. Nadauld) (Keith P. Vorkink) (Michael S. Weisbach)
Model Comparison with Transaction Costs
1
(Andrew Detzel) (Robert Novy-Marx) (Mihail Velikov)
Operating Hedge and Gross Profitability Premium
1
(Leonid Kogan) (Jun Li) (Harold H. Zhang)
Theory of financial decision making
3
(Ingersoll, Jr, Jonathan E.)
Estimation of expected return: CAPM vs. Fama and French
1
(Bartholdy, Jan) (Peare, Paula)
Beta and returns revisited evidence from the German stock market
1
(Elsas, Ralf) (El-Shaer, Mahmoud) (Theissen, Erik)
Pengujian validitas CAPM berorientasi konsumsi dan teori gabungan CAPM-APT di Bursa Efek Jakarta
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(Trisilo, Rudi Bambang) (Dr. Said A. Bawazer (Pembimbing/Promotor)) (Dr. Wahjudi B. Prakarsa (Penguji)) (Heru Sutojo, S.E., M.Sc. (Penguji))
Aset pricing dengan menggunakanmultifactor model terhadap saham-saham perusahaan minyak dan gas b…
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(Irwan Adi Ekaputra (Pembimbing/Promotor)) (Hutahaean, Fernando H.)
Idiosyncratic Risk On Stock Performance In Indonesia Stock Exchange
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(Bona Christanto Siahaan (Pembimbing/Promotor)) (Adesia, Andiasa)
Tinjauan ekonomi - politik terhadap hasil pengujian camp dengan arch di pasar modal Indonesia : K…
1
(Faisal H. Basri (Pembimbing/Promotor)) (Gatot Arya Putra)
Penerapan CAPM dalam pengambilan keputusan investasi di pasar modal
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(Warsono)
Pengujian validitas empiris capital asset pricing model (CAPM) di Jakarta Islamic Index (JII) pe…
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(Komara, Esi Fitriani)
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