Search Results - subject:"Lucas asset pricing model"

Asset returns with earnings management

Sun, Bo - 2009

Persistent link: https://www.econbiz.de/10009535462

House price dynamics : fundamentals and expectations

Granziera, Eleonora; Kozicki, Sharon - In: Journal of economic dynamics & control 60 (2015), pp. 152-165

Persistent link: https://www.econbiz.de/10011575087

Asset returns under periodic revelations of earnings management

Sun, Bo - In: International economic review 55 (2014) 1, pp. 255-282

Persistent link: https://www.econbiz.de/10010423492

Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment

Bossaerts, Peter L. (contributor); … - 2005

Lucas asset pricing model, asset volume In a recent paper, Judd, Kubler & Schmedders (2003) (hereafter JKS) study asset … heterogeneous version of the Lucas asset-pricing model, JKS show that if asset dividends and individual endowments are stationary …

Persistent link: https://www.econbiz.de/10002733743

Asset trading volume in a production economy

Espino, Emilio; Hintermaier, Thomas - In: Economic theory : official journal of the Society for … 39 (2009) 2, pp. 231-258

Persistent link: https://www.econbiz.de/10003812488

Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment

Bossaerts, Peter L.; Zame, William R. - In: Finance research letters 3 (2006) 2, pp. 96-101

Persistent link: https://www.econbiz.de/10003333865

Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: Finance research letters 3 (2006) 2, pp. 102-105

Persistent link: https://www.econbiz.de/10003333880

Asset trading volume with dynamically complete markets and heterogenous agents

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - 2000

Persistent link: https://www.econbiz.de/10001487642