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Online Appendix for 'Measuring the 'Dark Matter' in Asset Pricing Models'
SSRN Electronic Journal
◽
10.2139/ssrn.3461503
◽
2019
◽
Cited By ~ 1
Author(s):
Hui Chen
◽
Winston Dou
◽
Leonid Kogan
Keyword(s):
Dark Matter
◽
Asset Pricing
◽
Pricing Models
◽
Online Appendix
◽
Asset Pricing Models
Download Full-text
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References
Measuring “Dark Matter” in Asset Pricing Models
10.3386/w26418
◽
2019
◽
Cited By ~ 7
Author(s):
Hui Chen
◽
Winston Wei Dou
◽
Leonid Kogan
Keyword(s):
Dark Matter
◽
Asset Pricing
◽
Pricing Models
◽
Asset Pricing Models
Download Full-text
Measuring the 'Dark Matter' in Asset Pricing Models
SSRN Electronic Journal
◽
10.2139/ssrn.2326753
◽
2013
◽
Cited By ~ 16
Author(s):
Hui Chen
◽
Winston Wei Dou
◽
Leonid Kogan
Keyword(s):
Dark Matter
◽
Asset Pricing
◽
Pricing Models
◽
Asset Pricing Models
Download Full-text
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
Download Full-text
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
Download Full-text
Short-Selling Status and Asset-Pricing Models
SSRN Electronic Journal
◽
10.2139/ssrn.2018043
◽
2012
◽
Author(s):
Min Bai
Keyword(s):
Asset Pricing
◽
Short Selling
◽
Pricing Models
◽
Asset Pricing Models
Download Full-text
Implications of Predictability Across Horizons for Asset Pricing Models
SSRN Electronic Journal
◽
10.2139/ssrn.2184254
◽
2012
◽
Cited By ~ 3
Author(s):
Carlo A. Favero
◽
Fulvio Ortu
◽
Andrea Tamoni
◽
Haoxi Yang
Keyword(s):
Asset Pricing
◽
Pricing Models
◽
Asset Pricing Models
Download Full-text
Depicting the 'Elephant': When All Asset Pricing Models are Blind
SSRN Electronic Journal
◽
10.2139/ssrn.2208447
◽
2012
◽
Cited By ~ 1
Author(s):
qing zhou
Keyword(s):
Asset Pricing
◽
Pricing Models
◽
Asset Pricing Models
Download Full-text
Asset Pricing Models? - A Different Approach!
SSRN Electronic Journal
◽
10.2139/ssrn.2316415
◽
2013
◽
Author(s):
Vladislav Vacek
◽
Robert Gottfried Kuklik
Keyword(s):
Asset Pricing
◽
Pricing Models
◽
Asset Pricing Models
Download Full-text
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
Download Full-text
A Nonparametric GMM Series Approach to Solving Multi-equation Asset Pricing Models with Recursive Preferences
SSRN Electronic Journal
◽
10.2139/ssrn.3372147
◽
2016
◽
Author(s):
Liyuan Cui
◽
Yongmiao Hong
Keyword(s):
Asset Pricing
◽
Pricing Models
◽
Recursive Preferences
◽
Asset Pricing Models
Download Full-text
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