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Weighing asset pricing factors: a least squares model averaging approach 期刊论文
QUANTITATIVE FINANCE, 2019
作者:  Qiu, Yue;  Ren, Yu;  Xie, Tian
收藏  |  浏览/下载：10/0  |  提交时间：2019/08/22
An intertemporal capital asset pricing model under incomplete information and short sales 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2019, 卷号: 281, 期号: 1-2, 页码: 143-159
作者:  Bellalah, Mondher;  Zhang, Detao
收藏  |  浏览/下载：14/0  |  提交时间：2019/12/11
Disagreements with noisy signals and asset pricing 期刊论文
The North American Journal of Economics and Finance, 2019, 页码: 101062
作者:  Hailong Wang;  Duni Hu;  Chaoqun Ma;  Fengchao Cheng
收藏  |  浏览/下载：11/0  |  提交时间：2019/12/17
Bayesian asset pricing testing under multivariate t-distribution 期刊论文
APPLIED ECONOMICS LETTERS, 2019, 卷号: 26, 页码: 898-901
作者:  Zhang, Heng;  Wang, Nianling;  Li, Yong;  Zhan, Yiwei
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/30
Simulation of asset pricing in information networks 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 513, 页码: 620-634
作者:  Wang, Wentao;  Zhang, Junhuan;  Zhao, Shangmei;  Zhang, Yanglin
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/30
An intertemporal capital asset pricing model under incomplete information and short sales 期刊论文
Annals of Operations Research, 2018, 页码: 1-17
作者:  Bellalah M.;  Zhang D.
收藏  |  浏览/下载：9/0  |  提交时间：2019/12/11
How money illusions and heterogeneous beliefs affect asset prices 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2018, 卷号: Vol.44, 页码: 167-192
作者:  Ma, CQ;  Wang, HL;  Cheng, FC;  Hu, DN
收藏  |  浏览/下载：16/0  |  提交时间：2019/12/26
Robust asset pricing with stochastic hyperbolic discounting 期刊论文
FINANCE RESEARCH LETTERS, 2017, 卷号: 21, 页码: 178-185
作者:  Wang, Haijun
收藏  |  浏览/下载：3/0  |  提交时间：2019/08/22
A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility 期刊论文
Journal of Mathematical Finance, 2016, 卷号: Vol.6 No.5, 页码: 711-727
作者:  Wentao Zhou;  Liuling Li
收藏  |  浏览/下载：12/0  |  提交时间：2019/02/27
Research on carbon emission trading mechanisms: current status and future possibilities 期刊论文
International Journal of Global Energy Issues, 2016, 卷号: Vol.39 No.1-2, 页码: 89-107
作者:  Zhang, YJ
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/31

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