Tongyan Road 38
Tianjin, Tianjin 300350
China
Nankai University
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stochastic discount factor, predictors-based bounds, long run
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asset pricing models, predictors-based bound, return predictability
demographics, term-structure models, forecasting, economic value
Book-to-Market ratio, Temporary Component of B/M, Growth Option, Growth Premium
returns predictability, robust variance bound on pricing kernels, asset pricing models
Risk in mining; cryptocurrency returns; electricity prices; cryptocurrency systematic risk
Disagreement shock, trading volume, stock return
Rent-to-price ratio, demographics, predictability, non-fundamental component
Capital flight, Outbound travel expenditure, Exchange depreciation, Financial development
financial development, Wage Income, Football Market
Idiosyncratic Volatility, Uncertainty of Arbitrage Risk
