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Volumn 71, Issue 1, 2004, Pages 63-86

Filtering returns for unspecified biases in priors when testing asset pricing theory

Author keywords

[No Author keywords available]

Indexed keywords

MARKET CONDITIONS; MODELING; PRICE DYNAMICS; THEORETICAL STUDY;

EID: 0842269287     PISSN: 00346527     EISSN: None     Source Type: Journal    
DOI: 10.1111/0034-6527.00276     Document Type: Article
Times cited : (12)

References (24)
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  • 10
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  • 11
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    • Positive feedback investment strategies and destabilizing rational speculation
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    • (1990) Journal of Finance , vol.45 , pp. 375-395
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  • 12
    • 0003171807 scopus 로고
    • On the inconsistency of bayes estimates
    • DIACONIS, P. and FREEDMAN, D. (1986), "On the Inconsistency of Bayes Estimates", Annals of Statistics, 14, 1-67.
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    • Diaconis, P.1    Freedman, D.2
  • 14
    • 0000480869 scopus 로고
    • Efficient capital markets: A review of theory and empirical work
    • FAMA, E. (1970), "Efficient Capital Markets: A Review of Theory and Empirical Work", Journal of Finance, 25, 383-417.
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    • Efficient capital markets: II
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    • Fama, E.F.1
  • 17
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    • Generalized instrumental variables estimation of nonlinear rational expectations models
    • HANSEN, L. P. and SINGLETON, K. J. (1982), "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models", Econometrica, 50, 1269-1286.
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    • Hansen, L.P.1    Singleton, K.J.2
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    • 0000150312 scopus 로고
    • Asset prices in an exchange economy
    • LUCAS, R. (1978), "Asset Prices in an Exchange Economy", Econometrica, 46, 1429-1445.
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  • 22
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    • The equity premium: A puzzle
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  • 23
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.