The Predictability Implied by Consumption-Based Asset Pricing Models: A Review of the Theory and Empirical Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.1925946 ◽

2011 ◽

Author(s):

Hyoseok Hwang

Keyword(s):

Asset Pricing ◽

Empirical Evidence ◽

Pricing Models ◽

Asset Pricing Models

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Systematic Risk, Idiosyncratic Risk, and Asset Pricing Models: Empirical Evidence from the Vietnamese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2400513 ◽

2014 ◽

Author(s):

Ji (George) Wu ◽

Nguyen Cuong ◽

Andros Gregoriou

Keyword(s):

Asset Pricing ◽

Stock Market ◽

Empirical Evidence ◽

Systematic Risk ◽

Idiosyncratic Risk ◽

Pricing Models ◽

Asset Pricing Models

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The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

Economic Notes ◽

10.1111/j.1468-0300.2013.12004.x ◽

2013 ◽

Vol 42 (2) ◽

pp. 103-133

Author(s):

PAOLA BRIGHI ◽

STEFANO d'ADDONA ◽

ANTONIO CARLO FRANCESCO DELLA BINA

Keyword(s):

Asset Pricing ◽

Stock Market ◽

Empirical Evidence ◽

Common Factors ◽

Risk Premia ◽

Pricing Models ◽

Asset Pricing Models

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The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations

Journal of Economic Interaction and Coordination ◽

10.1007/s11403-021-00337-2 ◽

2021 ◽

Author(s):

Hung-Wen Lin ◽

Jing-Bo Huang ◽

Kun-Ben Lin ◽

Shu-Heng Chen

Keyword(s):

Asset Pricing ◽

Empirical Evidence ◽

Time Varying ◽

Pricing Models ◽

Agent Based ◽

Asset Pricing Models ◽

Agent Based Simulations

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The predictability implied by consumption-based asset-pricing models: a review of the theory and empirical evidence

The Journal of Risk Model Validation ◽

10.21314/jrmv.2018.190 ◽

2018 ◽

Author(s):

Jiun-Lin Chen ◽

Hyosoek Hwang

Keyword(s):

Asset Pricing ◽

Empirical Evidence ◽

Pricing Models ◽

Asset Pricing Models

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The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models

SSRN Electronic Journal ◽

10.2139/ssrn.2183739 ◽

2012 ◽

Author(s):

Paola Brighi ◽

Stefano d'Addona ◽

Antonio Carlo Francesco Della Bina

Keyword(s):

Asset Pricing ◽

Stock Market ◽

Empirical Evidence ◽

Common Factors ◽

Risk Premia ◽

Pricing Models ◽

Asset Pricing Models

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Corporate sustainability and asset pricing models: empirical evidence for the Brazilian stock market

10.1590/0103-6513.201115 ◽

2016 ◽

Vol 26 (3) ◽

pp. 516-526 ◽

Author(s):

Vitor Gonçalves de Azevedo ◽

André Alves Portela Santos ◽

Lucila Maria de Souza Campos

Keyword(s):

Asset Pricing ◽

Stock Market ◽

Empirical Evidence ◽

Corporate Sustainability ◽

Pricing Models ◽

Asset Pricing Models

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Asset Pricing: Models and Empirical Evidence

Journal of Political Economy ◽

10.1086/694621 ◽

2017 ◽

Vol 125 (6) ◽

pp. 1782-1790 ◽

Author(s):

George M. Constantinides

Keyword(s):

Asset Pricing ◽

Empirical Evidence ◽

Pricing Models ◽

Asset Pricing Models

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The Role of Real Estate Market on Asset Pricing Models: Empirical Evidence from Hong Kong

SSRN Electronic Journal ◽

10.2139/ssrn.1653294 ◽

2010 ◽

Author(s):

Peter Man Wai Chui

Keyword(s):

Hong Kong ◽

Asset Pricing ◽

Real Estate ◽

Empirical Evidence ◽

Real Estate Market ◽

Pricing Models ◽

Asset Pricing Models

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Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance

SSRN Electronic Journal ◽

10.2139/ssrn.1107054 ◽

2008 ◽

Author(s):

Haitao Li ◽

Yuewu Xu ◽

Xiaoyan Zhang

Keyword(s):

Asset Pricing ◽

Pricing Models ◽

Asset Pricing Models

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On the Estimation of Asset Pricing Models Using Univariate Betas

SSRN Electronic Journal ◽

10.2139/ssrn.1330183 ◽

2009 ◽

Author(s):

Raymond Kan ◽

Cesare Robotti

Keyword(s):

Asset Pricing ◽

Pricing Models ◽

Asset Pricing Models

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