Supplemental Appendix to Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models

2020 ◽  
Author(s):  
Xu Cheng ◽  
Winston Dou ◽  
Zhipeng Liao
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models ◽  
Supplemental Appendix ◽  
Macro Finance

Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models

2020 ◽  
Author(s):  
Xu Cheng ◽  
Winston Dou ◽  
Zhipeng Liao
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models ◽  
Macro Finance

Additional Materials for Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models

2021 ◽  
Author(s):  
Xu Cheng ◽  
Winston Dou ◽  
Zhipeng Liao
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models ◽  
Macro Finance

Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models

2020 ◽  
Author(s):  
Xu Cheng ◽  
Winston Wei Dou ◽  
Zhipeng Liao
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models ◽  
Macro Finance

Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance

2008 ◽  
Author(s):  
Haitao Li ◽  
Yuewu Xu ◽  
Xiaoyan Zhang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

On the Estimation of Asset Pricing Models Using Univariate Betas

2009 ◽  
Author(s):  
Raymond Kan ◽  
Cesare Robotti
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Short-Selling Status and Asset-Pricing Models

2012 ◽  
Author(s):  
Min Bai
Keyword(s):  
Asset Pricing ◽  
Short Selling ◽  
Pricing Models ◽  
Asset Pricing Models

Implications of Predictability Across Horizons for Asset Pricing Models

2012 ◽  
Author(s):  
Carlo A. Favero ◽  
Fulvio Ortu ◽  
Andrea Tamoni ◽  
Haoxi Yang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Asset Pricing Models? - A Different Approach!

2013 ◽  
Author(s):  
Vladislav Vacek ◽  
Robert Gottfried Kuklik
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models
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