Kuntara Pukthuanthong

Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation

Journal of Financial Economics

Journal Articles

Finance

Forthcoming

Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation with Narasimhan Jegadeeh, Joonki Noh, Richard Roll and Junbo Wang, Forthcoming Journal of Financial Economics, 2019 In Press

Tags

Finance Research

MU is an equal opportunity/access/affirmative action/pro-disabled and veteran employer and does not discriminate on the basis of sex in our education programs or activities, pursuant to Title IX and 34 CFR Part 106. For more information, visit MU’s Nondiscrimination Policy or the Office of Institutional Equity.

© 2022 — Curators of the University of Missouri. All rights reserved. DMCA and other copyright information. Privacy policy Accredited by AACSB International.