Empirical Asset Pricing: The Cross Section of Stock Returns by Turan G. Bali, Robert F. Engle

Empirical Asset Pricing: The Cross Section of Stock Returns



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Empirical Asset Pricing: The Cross Section of Stock Returns Turan G. Bali, Robert F. Engle ebook
Format: pdf
ISBN: 9781118095041
Page: 488
Publisher: Wiley


This paper examines the asset-pricing implications of nominal rigidities. If investors were to buy stocks in anticipation of high returns, then these purchases . Stickiness motivated by theempirical findings of Nakamura and Steinsson (2008). I also predict the cross section of stock returns. Serial Correlation in Stock Returns, Journal of Business 67, 371– 399. Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. €�Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. Bali Hardcover at Chapters.Indigo.ca, Canada's largest book retailer. And cross-section, empirical studies of asset market imperfections, studies of individual . Empirical Asset Pricing The Cross Section ofStock Returns. Buy Empirical Asset Pricing: The Cross Section of Stock Returns book by Turan G . Empirical Asset Pricing: The Cross Section of Stock Returns. Investigate the model's implications for the cross-section of stockreturns.





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