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Supplemental Appendix to Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
SSRN Electronic Journal
◽
10.2139/ssrn.3609598
◽
2020
◽
Author(s):
Xu Cheng
◽
Winston Dou
◽
Zhipeng Liao
Keyword(s):
Asset Pricing
◽
Pricing Models
◽
Asset Pricing Models
◽
Supplemental Appendix
◽
Macro Finance
Download Full-text
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References
Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
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10.2139/ssrn.3609627
◽
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◽
Author(s):
Xu Cheng
◽
Winston Dou
◽
Zhipeng Liao
Keyword(s):
Asset Pricing
◽
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Asset Pricing Models
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Macro Finance
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Additional Materials for Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
SSRN Electronic Journal
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10.2139/ssrn.3787125
◽
2021
◽
Author(s):
Xu Cheng
◽
Winston Dou
◽
Zhipeng Liao
Keyword(s):
Asset Pricing
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Pricing Models
◽
Asset Pricing Models
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Macro Finance
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Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
SSRN Electronic Journal
◽
10.2139/ssrn.3612913
◽
2020
◽
Author(s):
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◽
Winston Wei Dou
◽
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Keyword(s):
Asset Pricing
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Pricing Models
◽
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Macro Finance
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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
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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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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
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Asset Pricing Models
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Implications of Predictability Across Horizons for Asset Pricing Models
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10.2139/ssrn.2184254
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◽
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◽
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◽
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Keyword(s):
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Depicting the 'Elephant': When All Asset Pricing Models are Blind
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10.2139/ssrn.2208447
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qing zhou
Keyword(s):
Asset Pricing
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Asset Pricing Models? - A Different Approach!
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◽
10.2139/ssrn.2316415
◽
2013
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Author(s):
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◽
Robert Gottfried Kuklik
Keyword(s):
Asset Pricing
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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
Download Full-text
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