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第一篇
题目：Evaluating asset pricing models using the second

Hansen-Jagannathan distance
作者：Haitao Li, Yuewu Xu,  and Xiaoyan Zhang
期刊：Physica A 382 (2007) 149–171
备注：Journal of Financial Economics
Volume 97, Issue 2, Pages 279-301
%未求助

第二篇
题目：Liquidity and valuation in an uncertain world
作者：David Easleya and Maureen O'Hara
期刊：Journal of Financial Economics
Volume 97, Issue 1,  Pages 1-11

第三篇
题目：A skeptical appraisal of asset pricing tests
作者：Jonathan Lewellen, Stefan Nagel and Jay Shanken
期刊：Journal of Financial Economics
Volume 96, Issue 2,  Pages 175-194

第四篇
题目：Liquidity biases in asset pricing tests
作者：Elena Asparouhova, Hendrik Bessembinder,  and

Ivalina Kalcheva
期刊：Journal of Financial Economics
Volume 96, Issue 2,  Pages 215-237

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关键词：Jagannathan Evaluating Economics financial Liquidity 求助 文献 英文

1# rayzhangfy

No. 4__Liquidity biases in asset pricing tests

04__Liquidity biases in asset pricing tests.pdf (485.08 KB)

2010-7-11 08:23:31 上传

1# rayzhangfy

01__Evaluating asset pricing models using the second Hansen-Jagannathan distance


01__Evaluating asset pricing models using the second Hansen-Jagannathan distance.pdf (696.21 KB)

2010-7-11 08:25:50 上传

1# rayzhangfy


02__Liquidity and valuation in an uncertain world


02__Liquidity and valuation in an uncertain world.pdf (364.04 KB)

2010-7-11 08:27:31 上传

1# rayzhangfy

03__A skeptical appraisal of asset pricing tests


03__A skeptical appraisal of asset pricing tests.pdf (654.54 KB)

2010-7-11 08:29:23 上传

非常感谢！！