Pok-sang Lam

Ohio State University (OSU) - Economics

410 Arps Hall

1945 N. High St.

Columbus, OH 43210-1172

United States

  • Ohio State University (OSU) - Economics

SCHOLARLY PAPERS

4

DOWNLOADS

476

TOTAL CITATIONS
Rank 8,992

SSRN RANKINGS

Top 8,992

in Total Papers Citations

21

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

Mean Reversion in Equilibrium Asset Prices

NBER Working Paper No. w2762
Number of pages: 46 Posted: 16 Jun 2004 Last Revised: 21 Jul 2022
Stephen G. Cecchetti, Stephen G. Cecchetti, Pok-sang Lam and Nelson C. Mark
National Bureau of Economic Research (NBER)Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 212 (310,539)
Citation 5

Abstract:

Loading...

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 Last Revised: 15 Apr 2022
Stephen G. Cecchetti, Stephen G. Cecchetti, Pok-sang Lam and Nelson C. Mark
National Bureau of Economic Research (NBER)Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 130 (474,684)
Citation 7

Abstract:

Loading...

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: 13 Nov 2022
Stephen G. Cecchetti, Stephen G. Cecchetti, Pok-sang Lam and Nelson C. Mark
National Bureau of Economic Research (NBER)Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 82 (654,668)
Citation 9

Abstract:

Loading...

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 Last Revised: 06 May 2023
Stephen G. Cecchetti, Stephen G. Cecchetti, Pok-sang Lam and Nelson C. Mark
National Bureau of Economic Research (NBER)Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 52 (833,387)

Abstract:

Loading...