Intertemporal asset pricing models and the cross section of expected stock returns
Year of publication: |
1992
|
---|---|
Authors: | Hardouvelis, Gikas A. ; Kim, Dongcheol ; Wizman, Thierry A. |
Institutions: | Federal Reserve Bank of New York |
Subject: | Stock - Prices | Consumption (Economics) |
-
Consumption-based modeling of long-horizon returns
Daniel, Kent D., (1998)
-
Consumption, aggregate wealth and expected stock returns
Ludvigson, Sydney, (1999)
-
Nonaddictive habit formation and the equity premium puzzle
Shrikhande, Milind M., (1996)
- More ...
-
What moves the discount on country equity funds?
Hardouvelis, Gikas A., (1993)
-
Asset pricing models with and without consumption data : an empirical evaluation
Hardouvelis, Gikas A., (1996)
-
Intertemporal asset pricing models and the cross section of expected stock returns
Hardouvelis, Gikas A., (1992)
- More ...