Journal of Empirical Finance · 1996 · 10 citations · 56 references
BusinessEconomicsFinanceAsset PricingEconometricsPricing TheoryAsset PricesAsset Pricing EmpiricsAsset Pricing TheoryBehavioral Asset PricingCapital Asset PricingCapital Asset Pricing ModelAsset Pricing EfficiencyAsset Pricing TestsConsumption-based Capital Asset Pricing ModelConsumption-portfolio ChoiceEmpirical EvaluationEquilibrium Asset PricingMulti-factor Asset Pricing Models
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The Cross‐Section of Expected Stock Returns
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Large Sample Properties of Generalized Method of Moments Estimators
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