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 C-CAPM?
   CESifo Working Paper Series, CESifo View citations (8)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) View citations (8)
   See also Journal Article in Journal of Empirical Finance (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 in Review of Financial Economics (2016)
3. Consumption, Size and Book-to-Market Ratio in Equity Returns
   Discussion Papers, Department of Economics, University of York
   See also Journal Article in Journal of Empirical Finance (2013)

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

2013

2. What do the Fama–French factors add to C-CAPM?
   Journal of Empirical Finance, 2013, 22, (C), 113-127 View citations (6)
   See also Working Paper (2013)
   Working Paper

2012

3. A reexamination of capital controls’ effectiveness: Recent experience of Thailand
   Journal of Asian Economics, 2012, 23, (1), 26-38 View citations (7)