Yu-Jou Pai

Concordia University

Montreal, Quebec

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

158

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

On the Stock Market Variance-Return or Price Relations: A Tale Of Two Variances

Number of pages: 80 Posted: 26 Mar 2018 Last Revised: 08 Feb 2019
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 109 (300,893)
Citation 1

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

2.

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 48 (472,402)

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

3.

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 (770,852)
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