Sep 17 2021 Claude Bergeron   The three-factor model without a linear return generating process   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 05 2020 Claude Bergeron , Tov Assogbavi and Jean-pierre Gueyie   Conditional capital asset pricing model, long-run risk, and stock valuation   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 01 2020 Nawazish Mirza , Amir Hasnaoui and Birjees Rahat   Credit Quality and Stock Returns of Commercial Banks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 15 2019 Clark Lundberg   Identifying horizon-based heterogeneity in the cross section of portfolio returns   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 15 2019 Jamal Bouoiyour and Refk Selmi   How do futures contracts affect Bitcoin prices ?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 02 2019 Claude Bergeron   Recursive preferences, long-run risks, and stock valuation   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 15 2018 Khaled Khaled , Amel Belanes and Sandrine Kablan   The regional pricing of risk: An empirical investigation of the MENA Region   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 23 2018 Mohammad Q. M. Momani   Revisiting the momentum factor in the U.K. stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2017 Nawazish Mirza and Krishna Reddy   Asset Pricing in a Developing Economy: Evidence from Pakistan   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 05 2016 Gaowang Wang and Juanjuan Yan   Robustness, the Spirit of Capitalism and Asset Pricing   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 11 2016 Sandrine Kablan and Khaled Guesmi   Financial Integration and Japanese Stock market Performance   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 11 2016 Pepin Dominique   The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 16 2015 Dominique Pépin   Intertemporal Substitutability, Risk aversion and Asset Prices   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 21 2015 Zhao Han   A Dynamic Asset Pricing Model with Non-myopic Traders   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 11 2015 Andrea Giusto   Learning to Agree: A New Perspective on Price Drift.   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2013 Sandrine Jacob Leal   Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 23 2013 M. Hossein Partovi   Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 11 2013 Gueorgui I. Kolev   Two gold return puzzles   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 05 2013 Khaled Guesmi , Mohamed Hedi Arouri , Ilyes Abid and Frédéric Teulon   On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 14 2012 Walid Chkili   Is currency risk priced for emerging stock markets?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 17 2012 Yunmi Kim   Autoregressive conditional beta   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 17 2011 Atsushi Maki and Kenji Wada   Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 10 2011 Khaled Guesmi   Time varying regional integration in emerging stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2010 Yves Jegourel and Samuel Maveyraud   A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter?   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 10 2009 Arouri Mohamed el hédi and Jamel Jouini   Analysis of structural breaks in the stock market integration of mexico into world   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 22 2007 Quentin Wodon   Constructing Fama-French Factors from style indexes: Japanese evidence   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 24 2005 Min-Hsien Chiang and Chihwa Kao   Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 18 2004 AROURI Mohamed El Hedi   The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk.   Abstract  Contact Information  Citation  Full Text  -  Note