Nora Laurinaityte

Bank of Lithuania

Totoriu 4

Vilnius, LT-01121

Lithuania

  • Bank of Lithuania

SCHOLARLY PAPERS

4

DOWNLOADS

1,128

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  Asset pricing, applied econometrics, household finance  ”

  • Bank of Lithuania

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

GMM Weighting Matrices in Cross-Sectional Asset Pricing Tests

Number of pages: 58 Posted: 21 Nov 2017 Last Revised: 29 Jun 2021
Nora Laurinaityte, Christoph Meinerding, Christian Schlag and Julian Thimme
Bank of Lithuania, Deutsche Bundesbank, Goethe University Frankfurt and Karlsruhe Institute of Technology
Downloads 731 (48,063)
Citation 1

Abstract:

Loading...

Asset pricing, cross-section of expected returns

2.

How Just Is the Market Price? A Study of the Just Price in the Writings of St. Thomas Aquinas and Bl. John Duns Scotus

Number of pages: 13 Posted: 29 Mar 2017
Nora Laurinaityte
Bank of Lithuania
Downloads 225 (184,743)

Abstract:

Loading...

just price, market price, Thomas Aquinas, Duns Scotus, government intervention, regulation

3.

Household Financial Risk Tolerance in Europe

Number of pages: 39 Posted: 26 May 2018
Nora Laurinaityte
Bank of Lithuania
Downloads 124 (304,980)

Abstract:

Loading...

risk tolerance, household finance, HFCS data, panel data, Eurozone

4.

GMM Weighting Matrices In Cross-Sectional Asset Pricing Tests

Deutsche Bundesbank Discussion Paper No. 62/2020
Number of pages: 41 Posted: 16 Dec 2020
Nora Laurinaityte, Christoph Meinerding, Christian Schlag and Julian Thimme
Bank of Lithuania, Deutsche Bundesbank, Goethe University Frankfurt and Karlsruhe Institute of Technology
Downloads 48 (521,311)

Abstract:

Loading...

Asset pricing, cross-section of expected returns, GMM, factor zoo