Sentences with phrase «empirical asset pricing»
Anna Scherbina specializes in behavioral finance, empirical asset pricing, and real estate.
https://www.whitehouse.gov/
We've hacked and slashed the data, dealt with survivor bias, point - in - time bias, erroneous data, and all the other standard techniques used in academic empirical asset pricing analysis — still no dice.
My research fields are empirical asset pricing and international finance.
Not exact matches
«The Capital Asset Pricing Model: Some Empirical Tests.»
Jensen, Michael C., Black, Fischer and Scholes, Myron S. (1972), «The Capital Asset Pricing Model: Some Empirical Tests», Studies in the theory of Capital Markets, Praeger Publishers Inc., 1972; see also Fama, Eugene F., James D. MacBeth, «Risk, Return, and Equilibrium: Empirical Tests», The Journal of Political Economy, Vol.
For those who are not familiar with Shiller, he is a Nobel Prize winner in economics who won the award in 2013 for his work on the «empirical analysis of asset prices.»