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Kan, Raymond


 SSRN Author Rank: 6,875 by Downloads
 Professor
 

University of Toronto - Rotman School of Management


 105 St. George Street
 Toronto, Ontario M5S 3E6
 Canada
 416-978-4291 (Phone)
 416-971-3048 (Fax)
 email address

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. Kan, Raymond's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,170
Total
Citations
107
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Tests of Mean-Variance Spanning | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2001 New Orleans Meetings, OLIN Working Paper No. 99-05, Rotman School of Management Working Paper
Number of Pages in PDF File: 66
Kan, Raymond
University of Toronto - Rotman School of Management
Zhou, Guofu
Washington University in St. Louis - Olin School of Business
Posted:
06 Sep 00
Last Revised:
14 Mar 08
950
(13,873)
27

2.  
Kan, Raymond
University of Toronto - Rotman School of Management
Posted:
20 Mar 06
Last Revised:
15 Jan 11
398
(46,029)
2

3.   Incl. Electronic Paper
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Shanken, Jay A.
Emory University - Goizueta Business School
Posted:
08 Jun 09
Last Revised:
05 Jul 14
390
(47,223)
16

4.  
Kan, Raymond
University of Toronto - Rotman School of Management
Wang, Xiaolu
Iowa State University
Posted:
15 Mar 11
Last Revised:
10 Dec 14
343
(55,168)
 

5.  
Kan, Raymond
University of Toronto - Rotman School of Management
Smith, Daniel R.
Queensland University of Technology - School of Economics and Finance
Posted:
18 Mar 06
325
(58,835)
5

6.  
Kan, Raymond
University of Toronto - Rotman School of Management
Wang, Xiaolu
Iowa State University
Posted:
24 Nov 08
Last Revised:
10 Aug 09
286
(67,932)
2

7.  
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
21 Dec 07
Last Revised:
01 Apr 15
237
(83,124)
3

8.  
Kan, Raymond
University of Toronto - Rotman School of Management
Zhou, Guofu
Washington University in St. Louis - Olin School of Business
Posted:
19 Oct 08
Last Revised:
07 Feb 09
220
(89,826)
1

9.  
Specification Tests of Asset Pricing Models Using Excess Returns | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of Atlanta Working Paper No. 2006-10, EFA 2007 Ljubljana Meetings Paper, Journal of Empirical Finance, Forthcoming
Number of Pages in PDF File: 47
Robotti, Cesare
Imperial College Business School
Kan, Raymond
University of Toronto - Rotman School of Management
Posted:
01 Aug 06
Last Revised:
06 Jul 14
199
(99,237)
18

10.   Incl. Electronic Paper
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
31 Jan 07
Last Revised:
06 Jul 14
133
(141,790)
17

11.  
On the Moments of Ratios of Quadratic Forms in Normal Random Variables | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Multivariate Analysis, 117, 229-245, 2013
Number of Pages in PDF File: 31
Bao, Yong
Purdue University
Kan, Raymond
University of Toronto - Rotman School of Management
Posted:
08 Feb 12
Last Revised:
16 Mar 15
120
(153,615)
 

12.  
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
22 Jan 09
Last Revised:
25 Jul 10
93
(184,144)
3

13.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Robotti, Cesare
Imperial College Business School
Kan, Raymond
University of Toronto - Rotman School of Management
Posted:
13 Jan 10
Last Revised:
05 Jul 14
68
(222,376)
4

14.  
Kan, Raymond
University of Toronto - Rotman School of Management
Wang, Xiaolu
Iowa State University
Hillier, Grant
University of Southampton - Division of Economics
Posted:
20 Mar 07
Last Revised:
01 Mar 08
63
(231,604)
3

15.  
Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models | Show Abstract | Download This Paper | Open PDF in Browser |
Federal Reserve Bank of Atlanta Working Paper No. 2011-08
Number of Pages in PDF File: 48
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
02 Apr 11
Last Revised:
04 Jul 14
55
(247,741)
1

16.  
Robust Inference in Linear Asset Pricing Models | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2179620
Number of Pages in PDF File: 90
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
23 Nov 12
Last Revised:
04 Jul 14
50
(258,863)
 

17.  
Further Results on the Limiting Distribution of GMM Sample Moment Conditions | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Business and Economic Statistics, Forthcoming
Number of Pages in PDF File: 31
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
15 Jul 10
Last Revised:
05 Jul 14
46
(268,429)
2

18.  
Hillier, Grant
University of Southampton - Division of Economics
Kan, Raymond
University of Toronto - Rotman School of Management
Wang, Xiaolu
Iowa State University
Posted:
28 May 09
Last Revised:
11 Jan 13
46
(268,429)
 

19.  
Sectoral Labor Reallocation and Return Predictability | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2602215
Number of Pages in PDF File: 52
Eiling, Esther
University of Amsterdam - Amsterdam Business School
Kan, Raymond
University of Toronto - Rotman School of Management
Sharifkhani, Ali
University of Toronto - Rotman School of Management
Posted:
05 May 15
44
(273,391)
 

20.  
Spurious Inference in Unidentified Asset-Pricing Models | Show Abstract | Download This Paper | Open PDF in Browser |
FRB Atlanta Working Paper No. 2014-12, Rotman School of Management Working Paper No. 2580391
Number of Pages in PDF File: 62
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
04 Apr 15
27
(324,753)
 

21.  
A Note on the Estimation of Asset Pricing Models Using Simple Regression Betas | Show Abstract | Download This Paper | Open PDF in Browser |
FRB Atlanta Working Paper No. 2009-12, Rotman School of Management Working Paper No. 2482325
Number of Pages in PDF File: 25
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
18 Mar 15
27
(324,753)
3

22.  
On Distributions of Ratios | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper 13-211/III
Number of Pages in PDF File: 44
Broda, Simon A.
University of Amsterdam - Amsterdam School of Economics (ASE)
Kan, Raymond
University of Toronto - Rotman School of Management
Posted:
08 Jan 14
23
(341,203)
 

23.  
Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors | Show Abstract | Download This Paper | Open PDF in Browser |
FRB Atlanta Working Paper No. 2013-9, Rotman School of Management Working Paper No. 2579821
Number of Pages in PDF File: 87
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
22 Mar 15
21
(349,945)
 

24.  
Analytical Solution for the Constrained Hansen-Jagannathan Distance Under Multivariate Ellipticity | Show Abstract | Download This Paper | Open PDF in Browser |
FRB Atlanta Working Paper No. 2012-18, Rotman School of Management Working Paper No. 2479458
Number of Pages in PDF File: 34
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
22 Mar 15
6
(417,073)
 

25.  
What Will the Likely Range of My Wealth Be? | Show Abstract |
Financial Analysts Journal, Vol. 65, No. 4, 2009
Kan, Raymond
University of Toronto - Rotman School of Management
Zhou, Guofu
Washington University in St. Louis - Olin School of Business
Institute, CFA
CFA Institute
Posted:
09 Aug 09
 


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