Han Zhang

Nankai University - Business School

Baidi Road

Tianjin, 300071

China

  • Nankai University - Business School

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A Production-Based Asset Pricing Model With R&D Investment

Number of pages: 45 Posted: 15 Oct 2022
Bin Guo, Han Zhang and Yongjie Zhang
Nankai University - School of Finance, Nankai University - Business School and Tianjin University
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Abstract:

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Pure production-based asset pricing, R&D investment, Marginal rate of substitution, Cross-sectional asset pricing