Found 147 results for your keywords: subject="Asset pricing"
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Bayesian Solutions for the Factor Zoo : We Just Ran Two Quadrillion Models

1
(Stevlana Bryzgalova) (Jiantao Huang) (Christian Julliard)

Principal Portfolios

1
(Bryan Kelly) (Lasse Heje Pedersen) (Semyon Malamud)

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)

Integrating Factor Models

1
(Doron Avramov) (Si Cheng) (Lior Metzker) (Stefan Voigt)

Macroeconomic News in Asset Pricing and Reality

1
(Gregory R. Duffee)

Duration-Driven Returns

1
(Niels Joachim Gormsen) (Eben Lazarus)

Is There a Replication Crisis in Finance?

1
(Bryan Kelly) (Theis Ingerslev Jensen) (Lasse Heje Pedersen)

Attention Spillover in Asset Pricing

1
(Xin Chen) (Li An) (Zhengwei Wang) (Jianfeng Yu)

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)

Financial Intermediaries and the Cross-Section of Asset Returns

1
(Adrian, Tobias.) (Etula, Erko. Muir Tyler)

Asset Pricing without Garbage

1
(Kroencke, Tim A)

Modeling the Cross Section of Stock Returns: A Model Pooling Approach

1
(O\'Doherty, Michael) (N. E. Savin) (Tiwri, Ashish)

Cash Flow and Discount Rate Risk in Up and Down Markets: What is Actually Priced?

1
(Botshekan, Mahmoud) (Kraeussi, Roman) (lucas, Andre)

Consumption Volatility Risk

1
(Boguth, Oliver) (Kuehn, Lars-Alexander)

Redefinisi dan Pembentukan Kurva Imbal Hasil Dasar dan Analisis Galat Harga pada Obligasi-obligas…

1
(Sasongko, Aryo) (Dr. Irwan Adi Ekaputra (Penguji)) (Dr. Cynthia Afriani Utama (Pembimbing/Promotor)) (Prof. Dr. Suroso (Penguji)) (Viverita, Ph.D (Penguji)) (Zaafri Ananto Husodo, Ph.D (CoPromotor)) (Dr. Imam Sofian Suriawinata (Penguji)) (Dr. H. Buddi Wibowo (CoPromotor)) (H. Muhammad Syamsuddin, Ph.D (Penguji))

Perhatian investor dan imbal hasil saham pada Bursa Efek Indonesia

1
(Dr. Buddi Wibowo (Penguji)) (Zaafri Ananto Husodo, Ph.D (Pembimbing/Promotor)) (Nur Dhani Hendranastiti, M.Sc., Ph.D (Penguji)) (Firmansyah, Aditya)
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