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2. Testing Factor Pricing Models in Tunisia: Macroeconomic Factors vs. Fundamental Factors. (2011). Hammami, Yacine ; Jilani, Faouzi.
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3. Impact of liquidity on stock returns: an empirical investigation of the Tunisian stock market. (2010). Omri, Abdelwahed ; Loukil, Nadia ; Zayani, Mohamed Bechir .
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1. Jackknife Model Averaging for Quantile Regressions. (2014). Su, Liangjun ; Lu, Xun.
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2. A Combined Approach to the Inference of Conditional Factor Models. (2014). Su, Liangjun ; Xu, Yuewu.
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3. . . . and the Cross-Section of Expected Returns. (2014). Harvey, Campbell ; Liu, Yan ; Zhu, Heqing .
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4. Composition of wealth, conditioning information, and the cross-section of stock returns. (2014). Roussanov, Nikolai.
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5. Some Recent Developments in Nonparametric Finance. (2013). CAI, ZONGWU ; Hong, Yongmiao.
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6. Functional Coefficient Models for Economic and Financial Data. (2013). CAI, ZONGWU.
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7. Asset pricing with skewed-normal return. (2013). Carmichael, Benot ; Coen, Alain.
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8. On pricing kernels, information and risk. (2013). Gebbie, T. J. ; Wilcox, D. L..
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9. Testing conditional factor models. (2012). Kristensen, Dennis ; Ang, Andrew.
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10. Oil and Cars: The Impact of Crude Oil Prices on the Stock Returns of Automotive Companies. (2012). Retzmann, Jan ; Neler, Christian ; Lis, Bettina.
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11. An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh. (2011). FARUQUE, MUHAMMAD U.
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12. Testing Conditional Factor Models. (2011). Kristensen, Dennis ; Ang, Andrew.
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13. Non-parametric and semi-parametric asset pricing. (2011). Ormos, Mihály ; Erdos, Peter ; Zibriczky, David.
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14. Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals. (2011). Chen, Xiaohong ; Pouzo, Demian.
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15. Asset Pricing - A Brief Review. (2010). Li, Minqiang.
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16. Funding liquidity risk and the cross-section of stock returns. (2010). Etula, Erkko ; Adrian, Tobias.
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17. Land of addicts? an empirical investigation of habit-based asset pricing models. (2009). Ludvigson, Sydney ; Chen, Xiaohong.
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18. Nearly-singular design in GMM and generalized empirical likelihood estimators. (2008). Caner, Mehmet.
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19. Finite project life and uncertainty effects on investment. (2008). Kort, Peter ; Huisman, Kuno ; Gryglewicz, Sebastian ; Huisman, Kuno J. M., .
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20. Econometric specification of stochastic discount factor models. (2007). Monfort, Alain ; gourieroux, christian.
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21. Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims. (2006). zhang, xiaoyan ; Wang, Zhenyu.
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22. Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence. (2006). Chabi-Yo, Fousseni.
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23. Does conditional market skewness resolve the puzzling market risk-return relationship?. (2005). Sy, Oumar ; Guedhami, Omrane.
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24. Option Pricing Kernels and the ICAPM. (2005). Brennan, Michael ; Xia, Yihong ; Liu, Xiaoquan.
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25. Nonlinear Properties of Multifactor Financial Models. (2005). Fotopoulos, Stergios ; Jandhyala, Venkata K. ; Chen, Kim Heng .
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26. Limits of Arbitrage, Sentiment and Pricing Kernal: Evidences from Index Options. (2004). Han, Bin.
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27. The Econometrics of Option Pricing. (2004). Renault, Eric ; Ghysels, Eric ; Garcia, René.
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28. Systematic skewness in asset pricing: an empirical examination of the Taiwan stock market. (2003). Jerry M. C. Wang, ; Lin, Bing-Huei.
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29. Time-Consistent No-Arbitrage Models of the Term Structure. (2003). Yaron, Amir ; Brandt, Michael W..
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30. Performance Evaluation with Stochastic Discount Factors. (2002). Ferson, Wayne ; Todd, Steven ; Farnsworth, Heber ; Jackson, David.
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31. Does Risk Seeking Drive Asset Prices? A stochastic dominance analysis of aggregate investor preferences. (2002). Levy, H. ; Post, G. T..
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32. Nonparametric tests of conditional mean-variance efficiency of a benchmark portfolio. (2002). Wang, Kevin Q..
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33. Asset Pricing Implications of Firms Financing Constraints. (2002). Zhang, Lu ; Yaron, Amir ; Gomes, João.
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34. Robust inference with GMM estimators. (2001). Trojani, Fabio ; Ronchetti, Elvezio.
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35. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
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36. Approximating payoffs and pricing formulas. (2000). darolles, serge ; Laurent, Jean-Paul.
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38. Empirical Tests of Interest Rate Model Pricing Kernels. (1999). Rosenberg, Joshua.
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40. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1998). Ng, Serena ; Ghysels, Eric.
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41. L’intégration des marchés émergents et la modélisation des rendements des actifs risqués. (1997). Boyer, Marcel ; Cherkaoui, Mouna ; Ghysels, Eric.
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42. Time-Varying Sharpe Ratios and Market Timing. (1997). Whitelaw, Robert F..
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44. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1997). Ng, Serena ; Ghysels, Eric.
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47. A Semi-Parametric Factor Model for Interest Rates. (1996). Ng, Serena ; Ghysels, Eric.
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48. A Bayesian approach to diagnosis of asset pricing models. (1995). Stutzer, Michael.
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49. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
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