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There are 48409 results for: content related to: Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

  1. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  2. A New Approach to International Arbitrage Pricing

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1719–1747, RAVI BANSAL, DAVID A. HSIEH and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05126.x

  3. Resuscitating the C-CAPM: empirical evidence from France and Germany

    International Journal of Finance & Economics

    Volume 10, Issue 4, October 2005, Pages: 337–357, Stuart Hyde, Keith Cuthbertson and Dirk Nitzsche

    Article first published online : 3 OCT 2005, DOI: 10.1002/ijfe.282

  4. A best choice among asset pricing models? The Conditional Capital Asset Pricing Model in Australia

    Accounting & Finance

    Volume 44, Issue 2, July 2004, Pages: 139–162, Nick Durack, Robert B. Durand and Ross A. Maller

    Article first published online : 6 MAY 2004, DOI: 10.1111/j.1467-629X.2004.00107.x

  5. You have full text access to this Open Access content
    An estimation of economic models with recursive preferences

    Quantitative Economics

    Volume 4, Issue 1, March 2013, Pages: 39–83, Xiaohong Chen, Jack Favilukis and Sydney C. Ludvigson

    Article first published online : 12 MAR 2013, DOI: 10.3982/QE97

  6. Industry-Specific Human Capital, Idiosyncratic Risk, and the Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 43–84, ESTHER EILING

    Article first published online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01794.x

  7. Asset-pricing Puzzles and Incomplete Markets

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1803–1832, CHRIS I. TELMER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05129.x

  8. Asset Pricing with Garbage

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 177–201, ALEXI SAVOV

    Article first published online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01629.x

  9. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  10. Approximating the Asset Pricing Kernel

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1383–1410, DAVID A. CHAPMAN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01114.x

  11. Examination of Conditional Asset Pricing in UK Stock Returns

    Financial Review

    Volume 37, Issue 3, August 2002, Pages: 447–468, Jonathan Fletcher

    Article first published online : 7 JAN 2003, DOI: 10.1111/0732-8516.00007

  12. Evaluating the consumption-capital asset pricing model using Hansen–Jagannathan bounds: evidence from the UK

    International Journal of Finance & Economics

    Volume 3, Issue 4, October 1998, Pages: 291–302, Tom Engsted

    Article first published online : 21 DEC 1998, DOI: 10.1002/(SICI)1099-1158(199810)3:4<291::AID-IJFE87>3.0.CO;2-U

  13. No Arbitrage and Arbitrage Pricing: A New Approach

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1231–1262, RAVI BANSAL and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04753.x

  14. Measures of Fit for Rational Expectations Models

    Journal of Economic Surveys

    Volume 16, Issue 3, July 2002, Pages: 301–355, Tom Engsted

    Article first published online : 16 DEC 2002, DOI: 10.1111/1467-6419.00171

  15. Land of addicts? an empirical investigation of habit-based asset pricing models

    Journal of Applied Econometrics

    Volume 24, Issue 7, November/December 2009, Pages: 1057–1093, Xiaohong Chen and Sydney C. Ludvigson

    Article first published online : 11 AUG 2009, DOI: 10.1002/jae.1091

  16. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  17. Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 123–152, STEPHEN G. CECCHETTI, POK-SANG LAM and NELSON C. MARK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04423.x

  18. Volatility Risk Premium, Risk Aversion, and the Cross-Section of Stock Returns

    Financial Review

    Volume 45, Issue 4, November 2010, Pages: 1079–1100, Peter Nyberg and Anders Wilhelmsson

    Article first published online : 11 OCT 2010, DOI: 10.1111/j.1540-6288.2010.00286.x

  19. Asset Pricing at the Millennium

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1515–1567, John Y. Campbell

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00260

  20. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x