4/13/2023 0 Comments Cross sectional vs time series![]() “Risk, return and equilibrium: empirical tests.” Journal of Political Economy 81, 607–636.įerson, W. “Common risk factors in the returns on stocks and bonds.” Journal of Financial Economics 33, 3–56.įama, E. “A cross-sectional test of an investment-based asset pricing model.” Journal of Political Economy 104, 572–621.Ĭochrane, J. “An intertemporal asset pricing model with stochastic consumption and investment opportunities.” Journal of Financial Economics 7, 265–296Ĭochrane, J. “The capital asset pricing model: some empirical tests.” Studies in the Theory of Capital Markets, Praeger Publishers Inc.īreeden, D. “Capital market equilibrium with restricted borrowing.” Journal of Business 45, 444–455.īlack, F., Jensen, M. “Some tests of specification for panel data: monte carlo evidence and an application to employment equations.” Review of Economic Studies 58, 277–297.īlack, F., 1972. “Small sample properties of the GMM specification test based on the Hansen-Jagannathan distance.” Journal of Empirical Finance 11, 109–132.Īrellano, M.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |