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Catching up with the Joneses : heterogeneous preferences and the dynamics of asset prices

Chan, Yeung Lewis (contributor); Kogan, Leonid (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002000392

A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model

Brennan, Michael J. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002016401

Illiquidity and the closed-end fund discounts

Jain, Ravi (contributor); Xia, Yihong (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003229534

Firms ́capital allocation choices, information quality and the cost of capital

Leuz, Christian (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003229573

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin (contributor); … - 2004 - rev

Persistent link: https://www.econbiz.de/10003229588

Asset pricing with heterogenous consumers and limited participation : empirical evidence

Brav, Alon; Kōnstantinidēs, Giōrgos; Géczy, Christopher - 1999

Persistent link: https://www.econbiz.de/10001447281

Asset pricing with heterogeneous consumers and limited participation : empirical evidence

Brav, Alon; Kōnstantinidēs, Giōrgos; Géczy, Christopher - 1999

Persistent link: https://www.econbiz.de/10001425214

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

Asset pricing with heterogeneous consumers and limited participation : empirical evidence

Brav, Alon; Kōnstantinidēs, Giōrgos; Géczy, Christopher - 2002

Persistent link: https://www.econbiz.de/10001653861

Asset Pricing with Heterogeneous Consumers and Limited Participation : Empirical Evidence

Brav, Alon - 2012

We present evidence that the equity premium and the premium of value stocks over growth stocks are explained in the 1982 1996 period with a stochastic discount factor (SDF) calculated as the weighted average of individual households' marginal rate of substitution with low and economically...

Persistent link: https://www.econbiz.de/10013102192