Artigo

Título:
Estimating and Testing Investment-Based Asset Pricing Models
Autores:
Frederico Belo (INSEAD, CEPR)
Yao Deng (U Connecticut)
Juliana Salomao (NBER, CEPR, U Minnesota)
Revista:
Journal of Financial Economics
Ano:
2024
Volume:
162
Códigos JEL:
C13 - Estimation
C52 - Model Evaluation and Selection
E2 - Consumption, Saving, Production, Employment, and Investment
E44 - Financial Markets and the Macroeconomy
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
DOI:
10.1016/j.jfineco.2024.103945
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