NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Zhi Da

University of Notre Dame
239 Mendoza College of Business
Notre Dame, Indiana 46556-5646
Tel: 574-631-0354

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

March 2017Demand for Information and Asset Pricing
with Azi Ben-Rephael, Bruce I. Carlin, Ryan D. Israelsen: w23274
April 2016Coordinated Noise Trading: Evidence from Pension Fund Reallocations
with Borja Larrain, Clemens Sialm, José Tessada: w22161
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)

 
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