Author:
Park Keehwan,Jung Mookwon,Fang Zhongzheng
Funder
National Research Foundation of Korea
Subject
Economics and Econometrics,Finance
Reference45 articles.
1. Expected stock returns and the correlation risk premium;Adrian,2018
2. Growth to value: Option exercise and the cross section of equity returns;Ai;Journal of Financial Economics,2013
3. CAPM over the long run:1926-2001;Ang;Journal of Empirical Finance,2007
4. Style timing: Value versus growth;Asness;Journal of Portfolio Management,2000
5. The CAPM strikes back? An equilibrium model with disasters;Bai;Journal of Financial Economics,2019