Evan Jo

McGill University - Desautels Faculty of Management

1001 Sherbrooke St. West

Montreal, Quebec H3A1G5 H3A 2M1

Canada

SCHOLARLY PAPERS

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Scholarly Papers (2)

A Supply and Demand Approach to Equity Pricing

Number of pages: 95 Posted: 22 Aug 2019 Last Revised: 24 Nov 2020
McGill University - Desautels Faculty of Management, EDHEC Business School - Department of Economics & Finance and McGill University - Desautels Faculty of Management
Downloads 679 (44,725)

Abstract:

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Asset pricing, anomalies, capital allocation, general equilibrium, factor-based investing, production economy.

A Supply and Demand Approach to Equity Pricing

CEPR Discussion Paper No. DP13974
Number of pages: 67 Posted: 07 Oct 2019
McGill University - Desautels Faculty of Management, EDHEC Business School - Department of Economics & Finance and McGill University - Desautels Faculty of Management
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Abstract:

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Anomalies, Asset Pricing, capital allocation, factor-based investing, General Equilibrium, production economy

2.

Capital Investment and Variance Risk Premia

Number of pages: 77 Posted: 13 Jul 2016 Last Revised: 30 Sep 2020
McGill University, McGill University - Desautels Faculty of Management and Finance Department, San Diego State University
Downloads 131 (257,833)
Citation 1

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Real option, Variance risk premium, Optimal timing, Stochastic volatility