Can costs of consumption adjustment explain asset pricing puzzles?
Year of publication: |
1999
|
---|---|
Authors: | Marshall, David A. ; Parekh, Nayan G. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 54.1999, 2, p. 623-654
|
Subject: | CAPM | Anpassungskosten | Adjustment costs | Privater Konsum | Private consumption | Schätzung | Estimation | Theorie | Theory | USA | United States | 1959-1993 |
-
The Effects of Housing Adjustment Costs on Consumption Dynamics
Kay, Benjamin, (2016)
-
Marquering, Wessel A., (1999)
-
What level of fixed costs can reconcile asset returns and consumption choices?
Luttmer, Erzo Gerrit Jan, (1997)
- More ...
-
The effect of costly consumption adjustment on asset price volatility
Marshall, David A., (1994)
-
Can Costs of Consumption Adjustment Explain Asset Pricing Puzzles?
Marshall, David A., (1999)
-
The effect of costly consumption adjustment on asset price volatility
Marshall, David Aaron, (1994)
- More ...