Pages that link to "Item:Q1656372"
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The following pages link to Identification and inference in two-pass asset pricing models (Q1656372):
Displaying 7 items.
- Tests of risk premia in linear factor models (Q302111) (← links)
- On the estimation of asset pricing models using univariate betas (Q631271) (← links)
- Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach (Q1753053) (← links)
- Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543) (← links)
- Identifying and estimating efficient markets models with contemporaneous instruments (Q2641060) (← links)
- Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models (Q5139535) (← links)
- Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353) (← links)