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long-run stockholder consumption risk and asset returns malloy, moskowitz and vissing-jørgensen outline • introduction – equity premium puzzle – recent contribution…
the journal of finance • vol. lxiv, no. 6 • december 2009 long-run stockholder consumption risk and asset returns christopher j. malloy, tobias j. moskowitz, and annette…
08-060 copyright © 2005 2006 by christopher j malloy tobias j moskowitz and annette vissing-jørgensen working papers are in draft form this working paper is distributed…
advances in consumption-based asset pricing: empirical tests∗ sydney c. ludvigson nyu and nber january 5, 2012 ∗forthcoming in volume 2 of the handbook of the economics…
comments invited. version 9.0 consumption-based asset pricing: research and applications by douglas t. breeden,* robert h. litzenberger,** and tingyan jia*** current version:…
john y. campbell cambridge, ma 02138 february 1992 i am grateful to the lse financial markets group for its hospitality during th academic year 1989-90. to the national science
article in press journal of financial economics 83 (2007) 531–569 0304-405x/$ doi:10.1016/j $we are comments th bossaerts, jo martin letta ken singleto princeton un uc…
university college dublin, ma macroeconomics notes, 2014 (karl whelan) page 1 rational expectations, consumption and asset pricing elementary keynesian macro theory assumes
citation campbell, john y. 1993. intertemporal asset pricing without consumption data. american economic review 83(3): 487-512. published version http://www.aeaweb.org/aer/index.php
consumption-based asset pricing models rajnish mehra1,2,3 1department of economics and finance, arizona state university, tempe, arizona 85287; email: [email protected]…
technological growth, asset pricing, and consumption risk stavros panageas∗ the wharton school university of pennsylvania jianfeng yu the wharton school university of pennsylvania…
doi:10.1016/j.jfineco.2006.01.0060304-405x/$ doi:10.1016/j www.elsevier.com/locate/jfec monika piazzesia,, martin schneidera, selale tuzelb,c auniversity of chicago, chicago,
market frictions and consumption-based asset pricinghttp://www.jstor.org market frictions and consumption-based asset pricing author(s): hua he and david m. modest source:
wp2003-12-1.dvihigh-order consumption moments and asset pricing andrei semenov york university, 4700 keele street toronto, ontario m3j 1p3, canada april 2004 i thank ravi
econ 337901 financial economics peter ireland boston college spring 2018 these lecture notes by peter ireland are licensed under a creative commons attribution-noncommerical-sharealike…
habit persistence, consumption based asset pricing, and time-varying expected returns stig vinther møller department of business studies aarhus school of business, university…
issue code record cutoff date stockholder # stockholder name nationality shares atna 100 12312016 0000201549 ng arsenio t ph 2763541260 atna 100 12312016 0000201571 pcd nominee…
consumption dynamics, asset pricing, and welfare effects under information processing constraints∗ yulei luo princeton university job market paper: december 2004 abstract…
from which consumption-based asset pricing models can investors profit? evidence from model-based priors∗ abstract this paper compares consumption-based asset pricing
financial economics - block i: consumption based asset pricingfinancial economics block i: consumption based asset pricing peter kondor winter 2009 part outline of part 0