Essays on Empirical Asset Pricing

Mapping Intimacies ◽

10.17918/etd-4440 ◽

2021 ◽

Author(s):

John Robert Vogel

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing

Download Full-text

Empirical Asset Pricing for Tactical Asset Allocation

SSRN Electronic Journal ◽

10.2139/ssrn.2056054 ◽

2012 ◽

Author(s):

Stephen Rush

Keyword(s):

Asset Pricing ◽

Asset Allocation ◽

Empirical Asset Pricing ◽

Tactical Asset Allocation

Download Full-text

Empirical Asset Pricing with Functional Factors

SSRN Electronic Journal ◽

10.2139/ssrn.3518236 ◽

2020 ◽

Author(s):

Philip Nadler ◽

Alessio Sancetta

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing ◽

Functional Factors

Download Full-text

Empirical Asset Pricing: Economic Significance and Economic Model Evaluation

SSRN Electronic Journal ◽

10.2139/ssrn.3549856 ◽

2020 ◽

Author(s):

Bernhard Nietert ◽

Thomas Otto

Keyword(s):

Asset Pricing ◽

Economic Model ◽

Model Evaluation ◽

Empirical Asset Pricing ◽

Economic Significance

Download Full-text

Empirical asset pricing with multi-period disaster risk: A simulation-based approach

Journal of Econometrics ◽

10.1016/j.jeconom.2020.08.001 ◽

2020 ◽

Author(s):

Jantje Sönksen ◽

Joachim Grammig

Keyword(s):

Asset Pricing ◽

Disaster Risk ◽

Empirical Asset Pricing ◽

Simulation Based

Download Full-text

Empirical Asset Pricing Via Machine Learning

SSRN Electronic Journal ◽

10.2139/ssrn.3159577 ◽

2018 ◽

Cited By ~ 2

Author(s):

Shihao Gu ◽

Bryan T. Kelly ◽

Dacheng Xiu

Keyword(s):

Machine Learning ◽

Asset Pricing ◽

Empirical Asset Pricing

Download Full-text

Two essays on empirical asset pricing

10.14711/thesis-b989025 ◽

2007 ◽

Author(s):

Xiaohong Zheng

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing

Download Full-text

On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.480171 ◽

2003 ◽

Cited By ~ 1

Author(s):

Jacob (Kobi) Boudoukh ◽

Roni Michaely ◽

Matthew P. Richardson ◽

Michael R. Roberts

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing

Download Full-text

Working with CRSP/COMPUSTAT in R: Reproducible Empirical Asset Pricing

The R Journal ◽

10.32614/rj-2021-047 ◽

2021 ◽

Vol 13 (1) ◽

pp. 426

Author(s):

Majeed Simaan

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing

Download Full-text

Three essays of empirical asset pricing

10.32657/10356/138331 ◽

2020 ◽

Author(s):

◽

Baek-Chun Kim

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing

Download Full-text

Empirical Asset Pricing with Equity Tail Risk

10.33915/etd.4123 ◽

2019 ◽

Author(s):

Jingrui Li

Keyword(s):

Asset Pricing ◽

Empirical Asset Pricing ◽

Tail Risk

Download Full-text