Pages that link to "Item:Q631271"

The following pages link to On the estimation of asset pricing models using univariate betas (Q631271):

Displaying 11 items.

• Tests of risk premia in linear factor models (Q302111) (← links)
• Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
• Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
• Pricing errors and estimates of risk premia in factor models (Q666460) (← links)
• Residual risk revisited (Q914318) (← links)
• Identification and inference in two-pass asset pricing models (Q1656372) (← links)
• Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach (Q1753053) (← links)
• Time varying betas and the unconditional distribution of asset returns (Q2869990) (← links)
• Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions (Q3112459) (← links)
• EFFICIENCY GAINS IN BETA‐PRICING MODELS¹ (Q4372030) (← links)
• Filtering Returns for Unspecified Biases in Priors when Testing Asset Pricing Theory (Q4810824) (← links)