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CONSUMER DEMAND, CONSUMPTION, and ASSET PRICING: AN INTEGRATED ANALYSIS with INTERTEMPORAL TWO-STAGE BUDGETING Journal article
Youn Kim, H., McLaren, Keith R., Gary Wong, K. K.. CONSUMER DEMAND, CONSUMPTION, and ASSET PRICING: AN INTEGRATED ANALYSIS with INTERTEMPORAL TWO-STAGE BUDGETING[J]. Macroeconomic Dynamics, 2021, 25(2), 379-425.
Authors:  Youn Kim, H.;  McLaren, Keith R.;  Gary Wong, K. K.
Favorite | TC[WOS]:3 TC[Scopus]:3  IF:0.7/0.9 | Submit date：2021/12/07
Indirect Utility Function  Euler Equations  Intertemporal Substitution  The Stochastic Discount Factor  Consumption-based Capm  
非同步交易帶跳高頻數據下的協變差估計 Book chapter
出自: 統計學評論, 北京:經濟科學出版社, 2013, 页码:67-77
Authors:  Liu, Z.;  Zhong, H. C.
Favorite |  | Submit date：2022/07/27
高頻數據  跳躍  半鞅過程  協變差估計  交易非同步性  風險管理  CAPM模型  
The relationship between size, book-to-market equity ratio, earnings-price ratio, and return for the Hong Kong stock market Journal article
Lam K.S.K.. The relationship between size, book-to-market equity ratio, earnings-price ratio, and return for the Hong Kong stock market[J]. Global Finance Journal, 2002, 13(2), 163.
Authors:  Lam K.S.K.
Favorite | TC[Scopus]:38 | Submit date：2018/10/30
β  Book-to-market Equity Ratio  Capm  Earnings-price Ratio  Size Effect