• Title of article

    Evaluating the specification errors of asset pricing models

  • Author/Authors

    Robert J. Hodrick، نويسنده , , Xiaoyan Zhang، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    50
  • From page
    327
  • To page
    376
  • Keywords
    Hansen-Jagannathan distance , Asset pricing , Time-varying risk prices
  • Journal title
    Journal of Financial Economics
  • Serial Year
    2001
  • Journal title
    Journal of Financial Economics
  • Record number

    257515