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A Cross-Sectional Test of a Production-Based Asset Pricing Model
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A Cross-Sectional Test of a Production-Based Asset Pricing Model (1992)A Cross-Sectional Test of a Production-Ba…On the short-term persistence of mutual fund performance in Europe (2023)On the short-term persistence…Capital utilization, market power, and the pricing of investment shocks (2017)Capital utilization, market p…Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance (2003)Tests of Multifactor Pricing …Stochastic Discount Factor Bounds with Conditioning Information (2002)Stochastic Discount Factor Bo…Performance Evaluation with Stochastic Discount Factors (2002)Performance Evaluation with S…Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model (1996)Tests of the Relations Among …1 Econometric evaluation of asset pricing models (1996)1 Econometric evaluation of a…Chapter 5 Theory and empirical testing of asset pricing models (1995)Chapter 5 Theory and empirica…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Common risk factors in the returns on stocks and bonds (1993)Tests of Mean-Variance Spanning (2000)Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises (2007)Equal or Value Weighting? Implications for Asset-Pricing Tests (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Asset pricing and portfolio performance: Models, strategy, and performance metrics (1999)Conditional performance evaluation for German equity mutual funds (2008)Advances in Consumption-Based Asset Pricing: Empirical Tests (2011)The Variation of Economic Risk Premiums (1991)Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Multifactor Explanations of Asset Pricing Anomalies (1996)Nonparametric assessment of hedge fund performance (2019)Asset Prices in an Exchange Economy (1978)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)An examination of alternative CAPM-based models in UK stock returns (2005)Business Cycle and Stock Market Volatility: A Particle Filter Approach (2006)CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence (2010)Endogenous Technological Change (1989)Endogenous Technological Change (1990)A Model of Growth Through Creative Destruction (1992)The Oligopoly Lucas Tree (2021)Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence (2022)On Persistence in Mutual Fund Performance (1997)Testing multi-beta asset pricing models (1999)Stock selection, style rotation, and risk (2002)Testing conditional factor models: A nonparametric approach (2011)
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  • 2023On the short-term persistence of mutual fund performance in Europe60 cited
  • 1996Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model60 cited
  • 2003Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance60 cited
  • 1995Chapter 5 Theory and empirical testing of asset pricing models59 cited
  • 19961 Econometric evaluation of asset pricing models46 cited
  • 2002Performance Evaluation with Stochastic Discount Factors42 cited
  • 2017Capital utilization, market power, and the pricing of investment shocks39 cited
  • 2002Stochastic Discount Factor Bounds with Conditioning Information31 cited

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