Access Statistics for Zhenyu Wang
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Arbitrage pricing theory |
8 |
32 |
104 |
589 |
45 |
116 |
339 |
1,903 |
| Assessing the impact of short-sale constraints on the gains from international diversification |
1 |
2 |
6 |
96 |
2 |
10 |
39 |
518 |
| Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods |
6 |
14 |
70 |
387 |
14 |
36 |
157 |
933 |
| Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims |
1 |
5 |
29 |
92 |
4 |
17 |
108 |
331 |
| Portfolio characterization of risk aversion |
0 |
0 |
0 |
0 |
1 |
6 |
14 |
169 |
| THE CAPM IS ALIVE AND WELL |
22 |
51 |
229 |
3,520 |
51 |
119 |
481 |
11,845 |
| The CAPM is alive and well |
5 |
12 |
30 |
764 |
10 |
21 |
74 |
1,321 |
| The Federal Reserve banks' imputed cost of equity capital |
3 |
6 |
15 |
277 |
4 |
9 |
58 |
1,807 |
| The conditional CAPM and the cross-section of expected returns |
27 |
65 |
298 |
2,454 |
68 |
185 |
768 |
5,783 |
| Y2K options and the liquidity premium in Treasury bond markets |
0 |
1 |
7 |
26 |
2 |
8 |
43 |
144 |
| Total Working Papers |
73 |
188 |
788 |
8,205 |
201 |
527 |
2,081 |
24,754 |
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