Yu-Jou Pai

Concordia University

Montreal, Quebec

Canada

SCHOLARLY PAPERS

5

DOWNLOADS

408

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

A Tale of Fear and Euphoria in the Stock Market

Number of pages: 98 Posted: 26 Mar 2018 Last Revised: 25 Aug 2022
Hui Guo, Qian Lin and Yu-Jou Pai
University of Cincinnati - Department of Finance - Real Estate, Wuhan University - School of Economics and Management and Concordia University
Downloads 164 (262,335)
Citation 1

Abstract:

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Stock Market Variance, Good Variance, Bad Variance, Conditional Equity Premium, Stock Market Return Predicability, and Anomalies

2.

The Risk-Return Relation Puzzle

Number of pages: 30 Posted: 01 Sep 2021 Last Revised: 15 Sep 2021
Hui Guo and Yu-Jou Pai
University of Cincinnati - Department of Finance - Real Estate and Concordia University
Downloads 106 (364,466)

Abstract:

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3.

Rediscovering the CCAPM Lost in Data Revisions

Number of pages: 63 Posted: 15 Oct 2019 Last Revised: 04 Aug 2020
Hui Guo and Yu-Jou Pai
University of Cincinnati - Department of Finance - Real Estate and Concordia University
Downloads 82 (428,389)
Citation 1

Abstract:

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Consumption-based Capital Asset Pricing Model, Anomalies, Real-Time Data, Data Revisions, Macroeconomic Risk

4.

In Search of Habits Lost in Revisions

Number of pages: 84 Posted: 01 Sep 2021 Last Revised: 08 Mar 2022
Hui Guo and Yu-Jou Pai
University of Cincinnati - Department of Finance - Real Estate and Concordia University
Downloads 55 (526,590)

Abstract:

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Consumption-based Capital Asset Pricing Model, Countercyclical Conditional Equity Premium, Surplus Consumption Ratio, Stock Market Return Predictability, Personal Consumption Expenditures, Real-Time Data, Data Revisions

5.

The Impact of Dividend Reinvestment Plans on Firm Payout Choices—Evidence from Real Estate Investment Trusts

Real Estate Economics, Vol. 47, Issue 1, pp. 178-213, 2019
Number of pages: 36 Posted: 20 Feb 2019
UQ Business School, Concordia University, University of Cincinnati and University of Cincinnati
Downloads 1 (937,603)

Abstract:

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