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Time-varying risk premia and the cost of capital : an alternative implication of the Q theory of investment
Lettau, Martin, (2002)
Time-varying risk premia and the cost of capital : an alternative implication of the q-theory of investment
Lettau, Martin, (2001)
The cost of capital, Q, and the theory of investment demand
Hayashi, Fumio, (2000)
Resurrecting the (C)CAPM : a cross-sectional test when risk premia are time-varying
Lettau, Martin, (1999)
Consumption, aggregate wealth and expected stock returns
Consumption, aggregate wealth, and expected stock returns