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A critique of latent variable tests of asset pricing models · Study

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ArticleA critique of latent variable tests of asset pricing models

Simon M. Wheatley1989

Article1989

A critique of latent variable tests of asset pricing models

Simon M. Wheatley

48 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Economic theories and models

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References

1973An Intertemporal Capital Asset Pricing Model 1978Asset Prices in an Exchange Economy 1987Expected stock returns and volatility 1972Capital Market Equilibrium with Restricted Borrowing 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities 1985Stock Returns and the Term Structure 1985An Intertemporal General Equilibrium Model of Asset Prices

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2017Futures Trading and the Excess Co-movement of Commodity Prices 19961 Econometric evaluation of asset pricing models 1995Long-run relations among the G-5 and G-7 equity markets: Evidence on the Plaza and Louvre Accords 1992An empirical comparison of alternative models of capital asset pricing in Germany 2003Degrees of integration in international portfolio diversification : effective systemic risk

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Year1989

Typearticle

Published1989-08-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations48

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-405x(89)90061-5

openalex_workW2014648008

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