Conditional Asset Pricing and Momentum

SSRN Electronic Journal ◽

10.2139/ssrn.2136754 ◽

2012 ◽

Author(s):

Thanh D. Huynh ◽

Daniel R. Smith

Keyword(s):

Asset Pricing ◽

Conditional Asset Pricing

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Conditional Asset Pricing with a Large Information Set

SSRN Electronic Journal ◽

10.2139/ssrn.966650 ◽

2007 ◽

Author(s):

Emanuel Moench

Keyword(s):

Asset Pricing ◽

Information Set ◽

Conditional Asset Pricing

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Conditional Asset Pricing Model

Transparency, Governance and Markets ◽

10.1016/b978-044452722-6/50007-2 ◽

2006 ◽

pp. 137-187

Author(s):

Sungho Choi ◽

Rifat Gorener ◽

John R. Norsworthy

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

Conditional Asset Pricing

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Testing Conditional Asset Pricing Models Using a Markov Chain Monte Carlo Approach

SSRN Electronic Journal ◽

10.2139/ssrn.673501 ◽

2005 ◽

Author(s):

Manuel Ammann ◽

Michael Verhofen

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Asset Pricing ◽

Pricing Models ◽

Monte Carlo Approach ◽

Asset Pricing Models ◽

Conditional Asset Pricing

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Tests of conditional asset pricing models in the Brazilian stock market

Journal of International Money and Finance ◽

10.1016/s0261-5606(00)00045-0 ◽

2001 ◽

Vol 20 (1) ◽

pp. 71-90 ◽

Author(s):

René Garcia ◽

Marco Bonomo

Keyword(s):

Asset Pricing ◽

Stock Market ◽

Pricing Models ◽

Asset Pricing Models ◽

Conditional Asset Pricing

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Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models. Comparing Fixed- versus Vanishing-Bandwidth Estimators of Pseudo-True SDFs*

Journal of Financial Econometrics ◽

10.1093/jjfinec/nbz009 ◽

2019 ◽

Vol 18 (4) ◽

pp. 736-775

Author(s):

Patrick Gagliardini ◽

Diego Ronchetti

Keyword(s):

Asset Pricing ◽

Pricing Models ◽

Asset Pricing Models ◽

Conditional Asset Pricing

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Conditional Asset Pricing

Encyclopedia of Finance ◽

10.1007/978-1-4614-5360-4_10 ◽

2012 ◽

pp. 273-278

Author(s):

Wayne E. Ferson

Keyword(s):

Asset Pricing ◽

Conditional Asset Pricing

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Coskewness and Conditional Asset Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.686425 ◽

2005 ◽

Author(s):

Valerio Potì

Keyword(s):

Asset Pricing ◽

Conditional Asset Pricing

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CONDITIONAL ASSET PRICING IN EUROPEAN REAL ESTATE CAPITAL MARKETS

10.15396/eres2010_254 ◽

2010 ◽

Keyword(s):

Asset Pricing ◽

Real Estate ◽

Capital Markets ◽

Conditional Asset Pricing

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Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model

The Journal of Finance ◽

10.1111/j.1540-6261.1996.tb05230.x ◽

1996 ◽

Vol 51 (5) ◽

pp. 1891-1908 ◽

Author(s):

JIA HE ◽

RAYMOND KAN ◽

LILIAN NG ◽

CHU ZHANG

Keyword(s):

Asset Pricing ◽

Stock Returns ◽

Pricing Model ◽

Asset Pricing Model ◽

Conditional Asset Pricing

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Estimation and Evaluation of Conditional Asset Pricing Models

The Journal of Finance ◽

10.1111/j.1540-6261.2011.01654.x ◽

2011 ◽

Vol 66 (3) ◽

pp. 873-909 ◽

Author(s):

STEFAN NAGEL ◽

KENNETH J. SINGLETON

Keyword(s):

Asset Pricing ◽

Pricing Models ◽

Asset Pricing Models ◽

Conditional Asset Pricing

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