Two Essays in Empirical Asset Pricing
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- Type
- article
- Published
- 2013-01-01
- Cited by
- 0
- References
- 228
- Access
- Open access
- OpenAlex
- https://openalex.org/W33432729
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:151146790
Keywords
Financial economics, Economics, Capital asset pricing model, Actuarial science, Business
References
- The conditional CAPM and the cross section of expected returns : evidence for the Canadian market
- Policy Issues Raised by Structured Products
- Testing Factor Models on Characteristic and Covariance Pure Plays
- Stock Market Liberalization and Emerging Market Country Fund Premiums
- Managerial Performance and the Cross-Sectional Pricing of Closed-End Funds
- A survey of behavioral finance
- Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies
- American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
- Alternative factor specifications, security characteristics, and the cross-section of expected stock returns
- Intertemporal asset pricing: An Empirical Investigation
- Prospect Theory. An Analysis of Decision Making Under Risk
- What Determines the Domestic Bias and Foreign Bias? Evidence from Equity Mutual Fund Allocations Worldwide
- Does Adverse Selection Affect Bid-Ask Spreads for Options‘
- Prospect Theory, the Disposition Effect, and Asset Prices
- Time-varying Integration and International diversification strategies
- Ishares and the US Market Risk Exposure
- The comparative role of iShares and country funds in internationally diversified portfolios
- Estimating Long-Run Relationships From Dynamic Heterogeneous Panels
- Nonlinear Mean-Reversion in Stock Prices
- Global market integration: An alternative measure and its application
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