Working Papers

2023

  • Hashem Pesaran and Ron P. Smith, “The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors” CESifo Working Paper No. 10282, February 2023

2022

2021

 2020

  • Center for Applied Financial Economics (CAFE)
  • University of Southern California
  • 3620 South Vermont Avenue, KAP 324A
  • Los Angeles, CA 90089