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389
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320
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277
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274
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ECONIS (ZBW)
33
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1
Price reaction to information with heterogeneous beliefs and wealth effects : underreaction, momentum, and reversal
Ottaviani, Marco
;
Sørensen, Peter Norman
- In:
The American economic review
105
(
2015
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010518832
Saved in:
2
Two pillars of asset pricing
Fama, Eugene F.
- In:
The American economic review
104
(
2014
)
6
,
pp. 1467-1485
Persistent link: https://www.econbiz.de/10010405698
Saved in:
3
Salience and asset prices
Bordalo, Pedro
;
Gennaioli, Nicola
;
Shleifer, Andrei
- In:
The American economic review
103
(
2013
)
3
,
pp. 623-628
Persistent link: https://www.econbiz.de/10009768614
Saved in:
4
Market prices of risk with diverse beliefs, learning, and catastrophes
Cogley, Timothy
;
Sargent, Thomas J.
;
Tsyrennikov, Viktor
- In:
The American economic review
102
(
2012
)
3
,
pp. 141-146
Persistent link: https://www.econbiz.de/10009705252
Saved in:
5
Debt financing in asset markets
He, Zhiguo
;
Xiong, Wei
- In:
The American economic review
102
(
2012
)
3
,
pp. 88-94
Persistent link: https://www.econbiz.de/10009705285
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6
The cross section of foreign currency risk premia and consumption growth risk: reply
Lustig, Hanno
;
Verdelhan, Adrien
- In:
The American economic review
101
(
2011
)
7
,
pp. 3477-3500
Persistent link: https://www.econbiz.de/10009538750
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7
The cross section of foreign currency risk premia and consumption growth risk : comment
Burnside, Craig
- In:
The American economic review
101
(
2011
)
7
,
pp. 3456-3476
Persistent link: https://www.econbiz.de/10009538751
Saved in:
8
Long run risks, the macroeconomy, and asset prices
Bansal, Ravi
;
Kiku, Dana
;
Yaron, Amir
- In:
The American economic review
100
(
2010
)
2
,
pp. 542-546
Persistent link: https://www.econbiz.de/10008747993
Saved in:
9
Affine disagreement and asset pricing
Chen, Hui
;
Joslin, Scott
;
Tran, Ngoc-khanh
- In:
The American economic review
100
(
2010
)
2
,
pp. 522-526
Persistent link: https://www.econbiz.de/10008747999
Saved in:
10
Dynamic asset pricing in a system of local housing markets
Bayer, Patrick J.
;
Ellickson, Bryan
;
Ellickson, Paul B.
- In:
The American economic review
100
(
2010
)
2
,
pp. 368-372
Persistent link: https://www.econbiz.de/10008748237
Saved in:
11
Portfolio claustrophobia: asset pricing in markets with illiquid assets
Longstaff, Francis A.
- In:
The American economic review
99
(
2009
)
4
,
pp. 1119-1144
Persistent link: https://www.econbiz.de/10003896623
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12
A model of housing in the presence of adjustment costs : a structural interpretation of habit persistence
Flavin, Marjorie
;
Nakagawa, Shinobu
- In:
The American economic review
98
(
2008
)
1
,
pp. 474-495
Persistent link: https://www.econbiz.de/10003740745
Saved in:
13
Stocks as lotteries : the implications of probability weighting for security prices
Barberis, Nicholas
;
Huang, Ming
- In:
The American economic review
98
(
2008
)
5
,
pp. 2066-2100
Persistent link: https://www.econbiz.de/10003809380
Saved in:
14
Subjective expectations and asset-return puzzles
Weitzman, Martin L.
- In:
The American economic review
97
(
2007
)
4
,
pp. 1102-1130
Persistent link: https://www.econbiz.de/10003586347
Saved in:
15
Labor and the market value of the firm
Merz, Monika
;
Yashiv, Eran
- In:
The American economic review
97
(
2007
)
4
,
pp. 1419-1431
Persistent link: https://www.econbiz.de/10003586409
Saved in:
16
Beliefs, doubts and learning : valuing macroeconomic risk
Hansen, Lars Peter
- In:
The American economic review
97
(
2007
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10003499127
Saved in:
17
Explaining asset prices with external habits and wage rigidities in a DSGE model
Uhlig, Harald
- In:
The American economic review
97
(
2007
)
2
,
pp. 239-243
Persistent link: https://www.econbiz.de/10003501840
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18
Globalization and emerging markets : with or without crash?
Martin, Philippe J.
;
Rey, Hélène
- In:
The American economic review
96
(
2006
)
5
,
pp. 1631-1651
Persistent link: https://www.econbiz.de/10003409455
Saved in:
19
Bad beta, good beta
Campbell, John Y.
;
Vuolteenaho, Tuomo
- In:
The American economic review
94
(
2004
)
5
,
pp. 1249-1275
Persistent link: https://www.econbiz.de/10002683183
Saved in:
20
Risk and volatility : econometric models and financial practice
Engle, Robert F.
- In:
The American economic review
94
(
2004
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10002168487
Saved in:
21
Consumption risk and expected stock returns
Parker, Jonathan A.
- In:
The American economic review
93
(
2003
)
2
,
pp. 376-382
Persistent link: https://www.econbiz.de/10001778381
Saved in:
22
Asset pricing with distorted beliefs : are equity returns too good to be true?
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
- In:
The American economic review
90
(
2000
)
4
,
pp. 787-805
Persistent link: https://www.econbiz.de/10001521099
Saved in:
23
A preference regime model of bull and bear markets
Gordon, Stephen F.
;
St.-Amour, Pascal
- In:
The American economic review
90
(
2000
)
4
,
pp. 1019-1033
Persistent link: https://www.econbiz.de/10001521174
Saved in:
24
An asset allocation puzzle
Canner, Niko
- In:
The American economic review
87
(
1997
)
1
,
pp. 181-191
Persistent link: https://www.econbiz.de/10001218686
Saved in:
25
Risk aversion and stock price sensitivity to dividends
Hagiwara, May
- In:
The American economic review
87
(
1997
)
4
,
pp. 738-745
Persistent link: https://www.econbiz.de/10001226846
Saved in:
26
US equity investment in foreign markets : portfolio rebalancing or return chasing?
Bohn, Henning
- In:
The American economic review
86
(
1996
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10001204201
Saved in:
27
Limited market participation and volatility of asset prices
Allen, Franklin
- In:
The American economic review
84
(
1994
)
4
,
pp. 933-955
Persistent link: https://www.econbiz.de/10001168947
Saved in:
28
Intertemporal asset pricing without consumption data
Campbell, John Y.
- In:
The American economic review
83
(
1993
)
3
,
pp. 487-512
Persistent link: https://www.econbiz.de/10001143693
Saved in:
29
Further tests of the separation theorem and the capital asset pricing model
Kroll, Yoram
- In:
The American economic review
82
(
1992
)
3
,
pp. 664-670
Persistent link: https://www.econbiz.de/10001126138
Saved in:
30
Evaluating empirical tests of asset pricing models : alternative interpretations
Cecchetti, Stephen G.
- In:
The American economic review
80
(
1990
)
2
,
pp. 48-51
Persistent link: https://www.econbiz.de/10001085517
Saved in:
31
Asset prices under habit formation and catching up with the Joneses
Abel, Andrew B.
- In:
The American economic review
80
(
1990
)
2
,
pp. 38-42
Persistent link: https://www.econbiz.de/10001085519
Saved in:
32
Mean reversion in equilibrium asset prices
Cecchetti, Stephen G.
- In:
The American economic review
80
(
1990
)
3
,
pp. 398-418
Persistent link: https://www.econbiz.de/10001087993
Saved in:
33
Experimental tests of the separation theorem and the capital asset pricing model
Kroll, Yoram
- In:
The American economic review
78
(
1988
)
3
,
pp. 500-519
Persistent link: https://www.econbiz.de/10001047298
Saved in:
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