مرکز منطقه ای اطلاع رساني علوم و فناوري - Evaluating the specification errors of asset pricing models

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 :

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

Link To Document :