No Arbitrage and Arbitrage Pricing: A New Approach-Reference-Cited by-同舟云学术

No Arbitrage and Arbitrage Pricing: A New Approach

Published:1993-09 Issue:4 Volume:48 Page:1231-1262
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

BANSAL RAVI,VISWANATHAN S.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1993.tb04753.x/fullpdf

Reference57 articles.

1. Asymptotic normality of series estimators for nonparametric and semi-parametric regression;Andrews;Econometrica,1991

2. Bansal , R. R. Gallant B. Hussey G. Tauchen 1992 Nonparametric estimation of structural models for high-frequency currency market data, Working paper, Duke University

3. Bansal , R. D. Hsieh S. Viswanathan 1993 A new approach to international arbitrage pricing, Working paper, Duke University, Fuqua School of Business

4. Bansal , R. S. Viswanathan 1992 No arbitrage and arbitrage pricing: A new approach, Working paper, Duke University, Fuqua School of Business

5. A capital asset pricing model with time-varying covariances;Bollersley;Journal of Political Economy,1988

Cited by 129 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. News and Asset Pricing: A High-Frequency Anatomy of the SDF;The Review of Financial Studies;2024-05-16

2. Mispricing in linear asset pricing models;Applied Economics;2024-02-14

3. Identifying factors via automatic debiased machine learning;Journal of Applied Econometrics;2024-02-13

4. One Factor to Bind the Cross-Section of Returns;SSRN Electronic Journal;2024

5. One Factor to Bind the Cross-Section of Returns;SSRN Electronic Journal;2024