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Publications
by members of
Government of Thailand → Ministry of Finance
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles |
Working papers
Undated
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, undated, "Consumption, Size and Book-to-Market Ratio in Equity Returns," Discussion Papers, Department of Economics, University of York, number 11/24.
- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013, "What do the Fama–French factors add to C-CAPM?," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 113-127, DOI: 10.1016/j.jempfin.2013.04.002.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R.Wickens, 2013, "What do the Fama-French Factors Add to C-CAPM?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-23, May.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, undated, "A Cross Section of Equity Returns: The No-Arbitrage Test," Discussion Papers, Department of Economics, University of York, number 11/23.
- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2016, "Can stochastic discount factor models explain the cross-section of equity returns?," Review of Financial Economics, Elsevier, volume 28, issue C, pages 56-68, DOI: 10.1016/j.rfe.2016.01.001.
Journal articles
2016
- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2016, "Can stochastic discount factor models explain the cross-section of equity returns?," Review of Financial Economics, Elsevier, volume 28, issue C, pages 56-68, DOI: 10.1016/j.rfe.2016.01.001.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, 2016, "Can stochastic discount factor models explain the cross‐section of equity returns?," Review of Financial Economics, John Wiley & Sons, volume 28, issue 1, pages 56-68, January, DOI: 10.1016/j.rfe.2016.01.001.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, undated, "A Cross Section of Equity Returns: The No-Arbitrage Test," Discussion Papers, Department of Economics, University of York, number 11/23.
2013
- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013, "What do the Fama–French factors add to C-CAPM?," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 113-127, DOI: 10.1016/j.jempfin.2013.04.002.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael Wickens & Michael R. Wickens, 2013, "What do the Fama-French Factors Add to C-CAPM?," CESifo Working Paper Series, CESifo, number 4197.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R.Wickens, 2013, "What do the Fama-French Factors Add to C-CAPM?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-23, May.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, undated, "Consumption, Size and Book-to-Market Ratio in Equity Returns," Discussion Papers, Department of Economics, University of York, number 11/24.
2012
- Abhakorn, Pongrapeeporn & Tantisantiwong, Nongnuch, 2012, "A reexamination of capital controls’ effectiveness: Recent experience of Thailand," Journal of Asian Economics, Elsevier, volume 23, issue 1, pages 26-38, DOI: 10.1016/j.asieco.2011.11.004.