We thank Yakov Amihud, Malcolm Baker, Ravi Bansal, Brad Barber, Larry Blume, Kobi Boudoukh, Markus Brunnermeier, Peter Demerjian, Magnus Dahlquist, Wayne Ferson, John Graham, Campbell Harvey, J.B. Heaton, Matt Richardson, Jay Shanken, Hersh Shefrin, Andrei Shleifer, Meir Statman, Avanidhar Subrahmanyam, seminar participants at Cornell University, Columbia University, Duke University, Emory University, Harvard Business School, the Interdisciplinary Center Herzlyia, Israel, Michigan State University, MIT, New York University, Rice University, Tel-Aviv University, Texas Christian University, Tulane University, Tuck School of Business at Dartmouth, The Wharton School, University of British Columbia, University of California Berkeley, University of Chicago, University of Colorado at Boulder, University of Florida, University of Haifa, University of Rochester, University of Washington, Seattle, University of Wisconsin, Madison, Vanderbilt University, Washington University in St. Louis, Yale University, the 2003 Western Finance Association meetings in Los Cabos, Mexico, the 2003 Utah Winter Finance Conference, and John Nugent from Value Line Institutional Services for their comments. We owe special thanks to Michael Roberts for his suggestions.
Using Expectations to Test Asset Pricing Models
Article first published online: 27 OCT 2008
Volume 34, Issue 3, pages 31–64, September 2005
How to Cite
Brav, A., Lehavy, R. and Michaely, R. (2005), Using Expectations to Test Asset Pricing Models. Financial Management, 34: 31–64. doi: 10.1111/j.1755-053X.2005.tb00109.x
- Issue published online: 27 OCT 2008
- Article first published online: 27 OCT 2008
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