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2. A Higher Moment Downside Framework for Conditional and Unconditional Capm in the Russian Stock Market. (2011). Teplova, Tamara ; Shutova, Evgeniya .
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4. Test of Higher Moment Capital Asset Pricing Model in Case of Pakistani Equity Market. (2009). Javid, Attiya.
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6. Time Varying Risk Return Relationship: Evidence from Listed Pakistani Firms. (2008). Javid, Attiya.
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7. Testing multifactor capital asset pricing model in case of Pakistani market. (2008). Javid, Attiya ; Ahmad, Eatzaz.
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1. Dynamic linkages between China’s OFDI, transport, and green economic growth: Empirical evidence from the B&R countries. (2023). Jiang, Cuiting ; Zhang, Liguo ; Wu, Jun ; Cai, Xiang.
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2. Investigating the Impacts of Built-Up Land Allocation on Carbon Emissions in 88 Cities of the Yangtze River Economic Belt Based on Panel Regressions. (2023). Zhang, Xiao ; Wang, Huan ; Xu, Feng ; Liu, Jiayu.
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3. Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models. (2023). Kong, Lingwei.
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4. Measuring the nexus between economic development and environmental quality based on environmental Kuznets curve: a comparative study between China and Germany for the period of 2000–2017. (2021). Wu, Haitao ; Guo, Yunxia ; Gao, Shang ; Hao, YU ; Gai, Zhiqiang.
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5. Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu.
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6. Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations. (2020). Guidolin, Massimo ; Arismendi Zambrano, Juan ; Lozano, Martin .
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7. Are the Blockchain-Based Patents Sustainable for Increasing Firm Value?. (2020). Kim, Jaeyoung ; Han, Jaemin ; Jang, Kyungmyung.
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8. Evaluating alternative methods of asset pricing based on the overall magnitude of pricing errors. (2019). Li, Bin ; Shi, QI.
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9. .

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10. Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation. (2014). Fletcher, Jonathan.
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11. Chi-squared tests for evaluation and comparison of asset pricing models. (2013). Gospodinov, Nikolay ; Robotti, Cesare ; Kan, Raymond.
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12. Evaluating Asset Pricing Models in a Simulated Multifactor Approach. (2012). Carrasco Gutierrez, Carlos Enrique ; Piazza, Wagner ; Carrasco-Gutierrez, Carlos Enrique .
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13. Evaluating Asset Pricing Models in a Simulated Multifactor Approach. (2012). Gaglianone, Wagner ; Carrasco Gutierrez, Carlos Enrique ; Carrasco-Gutierrez, Carlos Enrique .
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14. Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns. (2010). Guo, Hui ; Savickas, Robert .
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15. Evaluation of linear asset pricing models by implied portfolio performance. (2009). Huang, Dayong ; Balvers, Ronald.
    In: Journal of Banking & Finance.
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16. Testing the CAPM revisited. (2009). Tiwari, Ashish ; Ray, Surajit ; Savin, N. E..
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17. Improvement in finite sample properties of the Hansen-Jagannathan distance test. (2009). Shimotsu, Katsumi ; Ren, Yu.
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18. Can An ‘Estimation Factor’ Help Explain Cross‐Sectional Returns?. (2009). Lundtofte, Frederik.
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19. Can An Estimation Factor Help Explain Cross-Sectional Returns?. (2009). Lundtofte, Frederik.
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20. Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert.
    In: Monash Econometrics and Business Statistics Working Papers.
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21. Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence. (2008). Huang, Kevin ; KevinX. D. Huang, ; Paul P. J. Gao, ; Kevin x. d. Huang, ; Kevin X. D. Huang, .
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22. Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test. (2007). Shimotsu, Katsumi ; Ren, Yu.
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23. Evaluating conditional asset pricing models for the German stock market. (2006). Schröder, Michael ; Schrimpf, Andreas ; Schroder, Michael ; Stehle, Richard .
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24. Specification tests of international asset pricing models. (2006). zhang, xiaoyan.
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25. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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26. EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE. (2005). Huang, Dayong ; Balvers, Ronald.
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27. EVALUATION OF LINEAR ASSET PRICING MODELS BY IMPLIED PORTFOLIO PERFORMANCE. (2005). Huang, Dayong ; Balvers, Ronald.
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28. Productivity-Based Asset Pricing: Theory and Evidence. (2005). Huang, Dayong ; Balvers, Ronald.
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29. An examination of alternative CAPM-based models in UK stock returns. (2005). Fletcher, Jonathan ; Kihanda, Joseph.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:12:p:2995-3014.

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30. Aggregate consumption-wealth ratio and the cross-section of stock returns: some international evidence. (2004). Huang, Kevin ; KevinX. D. Huang, ; Gao, Paul ; Kevin x. d. Huang, ; Kevin X. D. Huang, .
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