Pok-sang Lam

Ohio State University (OSU) - Economics

410 Arps Hall

1945 N. High St.

Columbus, OH 43210-1172

United States

SCHOLARLY PAPERS

5

DOWNLOADS

318

SSRN RANKINGS

Top 2,733

in Total Papers Citations

205

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Scholarly Papers (5)

1.

Mean Reversion in Equilibrium Asset Prices

NBER Working Paper No. w2762
Number of pages: 46 Posted: 16 Jun 2004 Last Revised: 21 Jul 2010
Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 158 (183,821)

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2.

The Equity Premium and the Risk Free Rate: Matching the Moments

NBER Working Paper No. w3752
Number of pages: 23 Posted: 08 Jul 2004
Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 78 (304,113)

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3.

Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?

NBER Working Paper No. w6354
Number of pages: 26 Posted: 16 Jul 2000 Last Revised: 04 Apr 2008
Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 48 (388,027)

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4.

Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns

NBER Working Paper No. t0124
Number of pages: 39 Posted: 27 Jun 2007
Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 23 (494,877)

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5.

A Markov-Switching Model of Gnp Growth with Duration Dependence

International Economic Review, Vol. 45, No. 1, pp. 175-204, February 2004
Number of pages: 30 Posted: 12 Mar 2004
Pok-sang Lam
Ohio State University (OSU) - Economics
Downloads 11 (564,333)
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