Pok‐sang Lam

Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?

Stephen G. Cecchetti, Pok‐sang Lam, Nelson C. Mark · American Economic Review · 2000 · 356 citations

Business, Economics, Asset Pricing +16

The equity premium and the risk-free rate

Stephen G. Cecchetti, Pok‐sang Lam, Nelson C. Mark · Journal of Monetary Economics · 1993 · 192 citations

Business, Economics, Finance +14

The Hamilton model with a general autoregressive component: estimation and comparison with other models of economic time series

Pok‐sang Lam · Journal of Monetary Economics · 1990 · 161 citations

Social Sciences, Economics, Econometrics +12

Income Risk and Portfolio Choice: An Empirical Study

XIAOHONG ANGERER, Pok‐sang Lam · The Journal of Finance · 2009 · 160 citations

Social Sciences, Economics, Finance +13

The Equity Premium and the Risk Free Rate: Matching the Moments

Stephen G. Cecchetti, Pok‐sang Lam, Nelson C. Mark · RePEc: Research Papers in Economics · 1991 · 143 citations · Full text

Business, Economics, Finance +14