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Specification tests of asset pricing models using excess returns. (2006). Robotti, Cesare ; Kan, Raymond.
In: FRB Atlanta Working Paper.
RePEc:fip:fedawp:2006-10.

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Cited: 2

Citations received by this document

Cites: 34

References cited by this document

Cocites: 25

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors. (2007). Burnside, Craig.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13357.

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  2. Model comparison using the Hansen-Jagannathan distance. (2007). Robotti, Cesare ; Kan, Raymond.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2007-04.

    Full description at Econpapers || Download paper

References

References cited by this document

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  7. A Note on the Size Distribution of Consumption: More Double Pareto than Lognormal. (2015). Toda, Alexis Akira.
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  10. Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies. (2014). Hunter, John ; Wu, Feng.
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  11. Market incompleteness and the equity premium puzzle: Evidence from state-level data. (2013). Robe, Michel ; Pallage, Stephane ; Jacobs, Kris.
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  12. Advances in Consumption-Based Asset Pricing: Empirical Tests. (2013). Ludvigson, Sydney C.
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Authors registered in RePEc who have wrote about the same topic

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