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Journal of political economy
NBER working paper series
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320
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274
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ECONIS (ZBW)
39
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1
Heterogeneity and asset prices : an intergenerational approach
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of political economy
131
(
2023
)
4
,
pp. 839-876
Persistent link: https://www.econbiz.de/10014303108
Saved in:
2
Asset safety versus asset liquidity
Geromichalos, Athanasios
;
Herrenbrueck, Lucas
;
Lee, Sukjoon
- In:
Journal of political economy
131
(
2023
)
5
,
pp. 1172-1212
Persistent link: https://www.econbiz.de/10014303163
Saved in:
3
Dissecting the equity premium
Beason, Tyler
;
Schreindorfer, David
- In:
Journal of political economy
130
(
2022
)
8
,
pp. 2203-2222
Persistent link: https://www.econbiz.de/10013367448
Saved in:
4
Asset pricing with omitted factors
Giglio, Stefano
;
Xiu, Dacheng
- In:
Journal of political economy
129
(
2021
)
7
,
pp. 1947-1990
Persistent link: https://www.econbiz.de/10012610477
Saved in:
5
A model of fickle capital flows and retrenchment
Caballero, Ricardo J.
;
Simsek, Alp
- In:
Journal of political economy
128
(
2020
)
6
,
pp. 2288-2328
Persistent link: https://www.econbiz.de/10012417188
Saved in:
6
Macroeconomic drivers of bond and equity risks
Campbell, John Y.
;
Pflueger, Carolin E.
;
Viceira, Luis M.
- In:
Journal of political economy
128
(
2020
)
8
,
pp. 3148-3185
Persistent link: https://www.econbiz.de/10012418035
Saved in:
7
Left behind : creative destruction, inequality, and the stock market
Kogan, Leonid
;
Papanikolaou, Dimitris
;
Stoffman, Noah
- In:
Journal of political economy
128
(
2020
)
3
,
pp. 855-906
Persistent link: https://www.econbiz.de/10012196479
Saved in:
8
A demand system approach to asset pricing
Koijen, Ralph S. J.
;
Yogo, Motohiro
- In:
Journal of political economy
127
(
2019
)
4
,
pp. 1475-1515
Persistent link: https://www.econbiz.de/10012098422
Saved in:
9
Asset pricing : models and empirical evidence
Kōnstantinidēs, Giōrgos
- In:
Journal of political economy
125
(
2017
)
6
,
pp. 1782-1790
Persistent link: https://www.econbiz.de/10011833294
Saved in:
10
Asset return dynamics under habits and bad environment-good environment fundamentals
Bekaert, Geert
;
Engstrom, Eric
- In:
Journal of political economy
125
(
2017
)
3
,
pp. 713-760
Persistent link: https://www.econbiz.de/10011753819
Saved in:
11
Young, old, conservative, and bold : the implications of heterogeneity and finite lives for asset pricing
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of political economy
123
(
2015
)
3
,
pp. 670-685
Persistent link: https://www.econbiz.de/10011283129
Saved in:
12
Uncertainty and disagreement in equilibrium models
Najjar, Nabil I. al-
;
Shmaya, Eran
- In:
Journal of political economy
123
(
2015
)
4
,
pp. 778-808
Persistent link: https://www.econbiz.de/10011379700
Saved in:
13
The double power law in consumption and implications for testing Euler equations
Akira Toda, Alexis
;
Walsh, Kieran
- In:
Journal of political economy
123
(
2015
)
5
,
pp. 1177-1200
Persistent link: https://www.econbiz.de/10011409373
Saved in:
14
Comment on the Campbell-Cochrane habit model
Ljungqvist, Lars
;
Uhlig, Harald
- In:
Journal of political economy
123
(
2015
)
5
,
pp. 1201-1213
Persistent link: https://www.econbiz.de/10011409389
Saved in:
15
Nobel lecture : uncertainty outside and inside economic models
Hansen, Lars Peter
- In:
Journal of political economy
122
(
2014
)
5
,
pp. 945-987
Persistent link: https://www.econbiz.de/10010471003
Saved in:
16
Asset pricing implications of Pareto optimality with private information
Kocherlakota, Narayana Rao
;
Pistaferri, Luigi
- In:
Journal of political economy
117
(
2009
)
3
,
pp. 555-590
Persistent link: https://www.econbiz.de/10003862798
Saved in:
17
Durability of output and expected stock returns
Gomes, João F.
;
Kogan, Leonid
;
Yogo, Motohiro
- In:
Journal of political economy
117
(
2009
)
5
,
pp. 941-986
Persistent link: https://www.econbiz.de/10003936676
Saved in:
18
Consumption risk and the cross section of expected returns
Parker, Jonathan A.
;
Julliard, Christian
- In:
Journal of political economy
113
(
2005
)
1
,
pp. 185-222
Persistent link: https://www.econbiz.de/10002632172
Saved in:
19
Equilibrium cross section of returns
Gomes Neto, João Batista F.
;
Kogan, Leonid
;
Zhang, Lu
- In:
Journal of political economy
111
(
2003
)
4
,
pp. 693-732
Persistent link: https://www.econbiz.de/10001786306
Saved in:
20
Can the market add and subtract? : Mispricing in tech stock carve-outs
Lamont, Owen A.
;
Thaler, Richard H.
- In:
Journal of political economy
111
(
2003
)
2
,
pp. 227-268
Persistent link: https://www.econbiz.de/10001758538
Saved in:
21
Liquidity risk and expected stock returns
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of political economy
111
(
2003
)
3
,
pp. 642-685
Persistent link: https://www.econbiz.de/10001767080
Saved in:
22
Asset holding and consumption volatility
Attanasio, Orazio P.
;
Banks, James
;
Tanner, Sarah
- In:
Journal of political economy
110
(
2002
)
4
,
pp. 771-792
Persistent link: https://www.econbiz.de/10001688150
Saved in:
23
Asset pricing with heterogeneous consumers and limited participation : empirical evidence
Brav, Alon
;
Kōnstantinidēs, Giōrgos
;
Géczy, Christopher
- In:
Journal of political economy
110
(
2002
)
4
,
pp. 793-824
Persistent link: https://www.econbiz.de/10001688151
Saved in:
24
Resurrecting the (C)CAPM : a cross-sectional test when risk premia are time-varying
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Journal of political economy
109
(
2001
)
6
,
pp. 1238-1287
Persistent link: https://www.econbiz.de/10001631589
Saved in:
25
Beyond arbitrage : good-deal asset price bounds in incomplete markets
Cochrane, John H.
;
Saá-Requejo, Jesús
- In:
Journal of political economy
108
(
2000
)
1
,
pp. 79-119
Persistent link: https://www.econbiz.de/10001454786
Saved in:
26
Gain, loss, and asset pricing
Bernardo, Antonio E.
;
Ledoit, Olivier
- In:
Journal of political economy
108
(
2000
)
1
,
pp. 144-172
Persistent link: https://www.econbiz.de/10001454797
Saved in:
27
What level of fixed costs can reconcile consumption and stock returns?
Luttmer, Erzo G. J.
- In:
Journal of political economy
107
(
1999
)
5
,
pp. 969-997
Persistent link: https://www.econbiz.de/10001414498
Saved in:
28
By force of habit : a consumption-based explanation of aggregate stock market behavior
Campbell, John Y.
;
Chochrane, John Howland
- In:
Journal of political economy
107
(
1999
)
2
,
pp. 205-251
Persistent link: https://www.econbiz.de/10001371434
Saved in:
29
Asset pricing with heterogeneous consumers
Kōnstantinidēs, Giōrgos
- In:
Journal of political economy
104
(
1996
)
2
,
pp. 219-240
Persistent link: https://www.econbiz.de/10001198626
Saved in:
30
Understanding risk and return
Campbell, John Y.
- In:
Journal of political economy
104
(
1996
)
2
,
pp. 298-345
Persistent link: https://www.econbiz.de/10001198651
Saved in:
31
A cross-sectional test of an investment-based asset pricing model
Cochrane, John H.
- In:
Journal of political economy
104
(
1996
)
3
,
pp. 572-621
Persistent link: https://www.econbiz.de/10001199123
Saved in:
32
Evaluating the effects of incomplete markets on risk sharing and asset pricing
Heaton, John
- In:
Journal of political economy
104
(
1996
)
3
,
pp. 443-487
Persistent link: https://www.econbiz.de/10001199127
Saved in:
33
Market frictions and consumption-based asset pricing
He, Hua
- In:
Journal of political economy
103
(
1995
)
1
,
pp. 94-117
Persistent link: https://www.econbiz.de/10001176411
Saved in:
34
The variation of economic risk premiums
Ferson, Wayne E.
- In:
Journal of political economy
99
(
1991
)
2
,
pp. 385-415
Persistent link: https://www.econbiz.de/10001105908
Saved in:
35
Substitution, risk aversion, and the temporal behavior of consumption and asset returns : an empirical analysis
Epstein, Larry G.
- In:
Journal of political economy
99
(
1991
)
2
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001105913
Saved in:
36
Implications of security market data for models of dynamic economies
Hansen, Lars Peter
- In:
Journal of political economy
99
(
1991
)
2
,
pp. 225-262
Persistent link: https://www.econbiz.de/10001105914
Saved in:
37
Money demand and the stock market in a general equilibrium model with variable velocity
Boyle, Glenn W.
- In:
Journal of political economy
98
(
1990
)
5
,
pp. 1039-1053
Persistent link: https://www.econbiz.de/10001098444
Saved in:
38
A capital asset pricing model with time-varying covariances
Bollerslev, Tim
- In:
Journal of political economy
96
(
1988
)
1
,
pp. 116-131
Persistent link: https://www.econbiz.de/10001056221
Saved in:
39
An equilibrium model of exchange rate determination and asset pricing with nontraded goods and imperfect information
Stulz, René M.
- In:
Journal of political economy
95
(
1987
)
5
,
pp. 1024-1040
Persistent link: https://www.econbiz.de/10001056986
Saved in:
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