Identification and inference in linear stochastic discount factor models with excess returns

By Craig Burnside. 2016

59 citations recorded by the source corpus.

Subfields: Finance, Marketing

View Paper: https://www.semanticscholar.org/paper/abf8f1c8f94dc449dcde5d061b8c93d76f487061

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Joachim Freyberger
2. Andreas Neuhierl
3. Michael Weber
4. Markus Pelger

In Marketing

1. Joachim Freyberger
2. Andreas Neuhierl
3. Michael Weber

Citations in the corpus

• Dissecting Characteristics Nonparametrically (2020, methodology): “Formally, we try to describe the conditional mean (6)See also Jagannathan and Wang (1998), Kan and Zhang (1999), Kleibergen (2009), Gospodinov, Kan, and Robotti (2014), Kleibergen and Zhan (2015), and Burnside (2016).”