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Capital Asset Pricing Model (CAPM), Semi-parametric Regression, Errors-in-Variables, Monte Carlo Simulation, Cross-Section Analysis, Underperforming Stocks and Overperforming Stocks
Chinese Stock Markets, Efficient Market Hypothesis (EMH), Semi-Strong Form Efficiency, Event Study, Announcements of Proposal or Approval, Underreaction and Overreaction
TIPS, assets, inflation, risk, CPI
conditional CAPM, panel data, heterogeneity, beta
cost of equity, return on equity, CAPM, payments system
Monetary Control Act of 1980, CAPM model
Corporate Investment, Corporate Liquidity, Cash, Financial Constraints, Great Recession
Growth, Financial Market Development, Inflation, Thresholds, Financial Intermediation Channel
forecast errors, macroeconomy, financial variables, threshold estimation, business cycles
Inflation Targeting, Monetary Regime, Excess Sensitivity, Forward Rates
closed form, model-consistent expectations, New Keynesian Phillips curve, forward-looking Euler equation, time-varying trend inflation
financial crises, financial institutions, life insurers, government policy and regulation, capital and ownership structure, solvency
Fixed Income, Fixed-Income Markets, Characteristics, Institutions, and Benchmarks, U.S. Treasury Securities
