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Showing results 1 to 5 of 5

1
An intertemporal CAPM with higher-order moments

Fang, Jeewon; Kang, Jangkoo, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.314 - 337, 2017-11

2
Cross-Sectional Tests of Multifactor CCAPMs using Conditional Moments and Time-Series Restrictions

Kim, Jinyong, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.38, pp.695 - 722, 2009-10

3
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach

Kim, Soohun; Skoulakis, Georgios, JOURNAL OF ECONOMETRICS, v.204, no.2, pp.159 - 188, 2018-06

4
Future labor income growth and the cross-section of equity returns

Kim, Dongcheol; Kim, Tong Suk; Min, Byoung-Kyu, JOURNAL OF BANKING & FINANCE, v.35, pp.67 - 81, 2011-01

5
Gambling preference and individual equity option returns

Byun, Suk Joon; Kim, Da-Hea, JOURNAL OF FINANCIAL ECONOMICS, v.122, no.1, pp.155 - 174, 2016-10

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