Regression-based estimation of dynamic asset pricing modelsTobias Adrian, Richard K. Crump, Emanuel Moench2015-07-30articleJournal of Financial Economics91 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 91 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1992The Cross-Section of Expected Stock Returns1973Risk, Return, and Equilibrium: Empirical Tests1997Industry costs of equity1986Economic Forces and the Stock Market1997The Econometrics of Financial Markets1989Business conditions and expected returns on stocks and bonds1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount FactorsCited by2015The Equity Risk Premium: A Review of Models2019Measuring “Dark Matter” in Asset Pricing Models2019Characteristic-Sorted Portfolios: Estimation and Inference2021Have risk premia vanished?