1. Bayesian Selection of Asset Pricing Factors Using Individual Stocks. (21st December 2020) Authors: Hwang, Soosung; Rubesam, Alexandre Journal: Journal of financial econometrics Issue: Volume 20:Number 4(2022) Page Start: 716 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Downside Variance Risk Premium. (28th June 2017) Authors: Feunou, Bruno; Jahan-Parvar, Mohammad R; Okou, Cédric Journal: Journal of financial econometrics Issue: Volume 16:Number 3(2018:Summer) Page Start: 341 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Linear Approximations and Tests of Conditional Pricing Models. (27th January 2018) Authors: Brandt, Michael W; Chapman, David A Journal: Review of finance Issue: Volume 22:Number 2(2018) Page Start: 455 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗