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

326

CITATIONS
Rank 3,944

SSRN RANKINGS

Top 3,944

in Total Papers Citations

205

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 160 (183,964)
Citation 4

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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 80 (303,195)
Citation 5

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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 50 (385,904)
Citation 33

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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 25 (490,229)

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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 (572,203)
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