NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Zhi Da

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

October 2014Growth Expectations, Dividend Yields, and Future Stock Returns
with Ravi Jagannathan, Jianfeng Shen: w20651
November 2012Building Castles in the Air: Evidence from Industry IPO Waves
with Ravi Jagannathan, Jianfeng Shen: w18555
April 2009CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence
with Re-Jin Guo, Ravi Jagannathan: w14889

Published: Journal of Financial Economics Volume 103, Issue 1, January 2012, Pages 204–220 Cover image CAPM for estimating the cost of equity capital: Interpreting the empirical evidence ☆ Zhi Daa, 1, E-mail the corresponding author, Re-Jin Guob, 2, E-mail the corresponding author, Ravi Jagannathanc, d, citation courtesy of

December 2008Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds
with Pengjie Gao, Ravi Jagannathan: w14609

Published: Da, Zhi, Re-Jin Guo and Ravi Jagannathan. 2012. CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence. Journal of Financial Economics. 103(1): 204-220.

November 2007When Does a Mutual Fund's Trade Reveal its Skill?
with Pengjie Gao, Ravi Jagannathan: w13625

Published: “Impatient Trading, Liquidity Provision, and Stoc k Selection by Mutual Funds” (with Pengjie Gao and Ravi Jagannathan), Review of Financial Studies , Vol 24, 675-720 (2011)

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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