{"image_url":null,"url":"https://himaginary.hatenablog.com/entry/20210726/PricingWithoutMispricing","height":"190","version":"1.0","provider_name":"Hatena Blog","author_url":"https://blog.hatena.ne.jp/himaginary/","categories":["\u7d4c\u6e08"],"blog_url":"https://himaginary.hatenablog.com/","width":"100%","description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u3092\u30b9\u30bf\u30f3\u30dc\u30fc\u3089\u304c\u4e0a\u3052\u3066\u3044\u308b\u3002\u539f\u984c\u306f\u300cPricing Without Mispricing\u300d\u3067\u3001\u8457\u8005\u306fJianan Liu\uff08\u9999\u6e2f\u5927\uff09\u3001Tobias J. Moskowitz\uff08\u30a4\u30a7\u30fc\u30eb\u5927\uff09\u3001Robert F. Stambaugh\uff08\u30da\u30f3\u30b7\u30eb\u30d9\u30cb\u30a2\u5927\uff09\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 We offer a novel test of whether an asset pricing model describes expected returns in the absence of mispricing. Our test assumes such a model assigns zero al\u2026","type":"rich","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20210726%2FPricingWithoutMispricing\" title=\"\u30df\u30b9\u30d7\u30e9\u30a4\u30b7\u30f3\u30b0\u629c\u304d\u306e\u30d7\u30e9\u30a4\u30b7\u30f3\u30b0 - himaginary\u2019s diary\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","provider_url":"https://hatena.blog","blog_title":"himaginary\u2019s diary","published":"2021-07-26 00:00:00","author_name":"himaginary","title":"\u30df\u30b9\u30d7\u30e9\u30a4\u30b7\u30f3\u30b0\u629c\u304d\u306e\u30d7\u30e9\u30a4\u30b7\u30f3\u30b0"}