Details about Pongrapeeporn Abhakorn

Access statistics for papers by Pongrapeeporn Abhakorn.

Last updated 2016-03-09. Update your information in the RePEc Author Service.

Short-id: pab198

Working Papers

2013

1. What do the Fama-French factors add to CCAPM?
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (10)
   Also in Discussion Papers, Department of Economics, University of York
   See also Journal Article What do the Fama–French factors add to C-CAPM?, Journal of Empirical Finance, Elsevier (2013) View citations (8) (2013)

Undated

2. A Cross Section of Equity Returns: The No-Arbitrage Test
   Discussion Papers, Department of Economics, University of York
   See also Journal Article Can stochastic discount factor models explain the cross-section of equity returns?, Review of Financial Economics, Elsevier (2016) View citations (1) (2016)

Journal Articles

2016

1. Can stochastic discount factor models explain the cross-section of equity returns?
   Review of Financial Economics, 2016, 28, (C), 56-68 View citations (1)
   See also Working Paper A Cross Section of Equity Returns: The No-Arbitrage Test, Discussion Papers

2013

2. What do the Fama–French factors add to C-CAPM?
   Journal of Empirical Finance, 2013, 22, (C), 113-127 View citations (8)
   See also Working Paper What do the Fama-French factors add to CCAPM?, CAMA Working Papers (2013) View citations (10) (2013)

2012

3. A reexamination of capital controls’ effectiveness: Recent experience of Thailand
   Journal of Asian Economics, 2012, 23, (1), 26-38 View citations (10)