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 |
0 |
0 |
0 |
906 |
5 |
16 |
27 |
3,612 |
| Assessing the impact of short-sale constraints on the gains from international diversification |
0 |
0 |
0 |
104 |
0 |
6 |
9 |
622 |
| Design of contingent capital with a stock price trigger for mandatory conversion |
0 |
0 |
0 |
114 |
2 |
8 |
10 |
337 |
| Did the Fed’s Term Auction Facility Work? |
0 |
0 |
0 |
24 |
1 |
6 |
10 |
44 |
| Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods |
0 |
0 |
0 |
553 |
0 |
1 |
3 |
1,514 |
| Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims |
0 |
0 |
0 |
144 |
0 |
2 |
5 |
605 |
| Performance maximization of actively managed funds |
0 |
0 |
1 |
21 |
0 |
3 |
4 |
118 |
| THE CAPM IS ALIVE AND WELL |
0 |
0 |
3 |
4,243 |
1 |
1 |
13 |
13,628 |
| The CAPM is alive and well |
2 |
2 |
6 |
1,171 |
5 |
9 |
36 |
3,042 |
| The Federal Reserve Banks' Imputed Cost of Equity Capital |
0 |
0 |
0 |
5 |
2 |
8 |
10 |
52 |
| The conditional CAPM and the cross-section of expected returns |
0 |
3 |
7 |
3,338 |
4 |
22 |
46 |
8,983 |
| The effect of the Term Auction Facility on the London inter-bank offered rate |
0 |
0 |
0 |
157 |
2 |
6 |
9 |
565 |
| Valuing the Treasury's Capital Assistance Program |
0 |
0 |
0 |
9 |
0 |
3 |
4 |
73 |
| Y2K options and the liquidity premium in Treasury bond markets |
0 |
0 |
1 |
47 |
2 |
11 |
14 |
320 |
| Total Working Papers |
2 |
5 |
18 |
10,836 |
24 |
102 |
200 |
33,515 |
|
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