Habit formation, surplus consumption and return predictability : international evidence
Year of publication: |
2010
|
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Authors: | Engsted, Tom ; Hyde, Stuart ; Møller, Stig Vinther |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 29.2010, 7, p. 1237-1255
|
Subject: | Verhaltensökonomik | Behavioral economics | Finanzmarkt | Financial market | Konsumentenverhalten | Consumer behaviour | CAPM | Momentenmethode | Method of moments | Theorie | Theory | Schätzung | Estimation | Industrieländer | Industrialized countries |
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