Equilibrium Cross-section of Returns

Equilibrium Cross-section of Returns

File Size : 9,9 MB
Total View : 2810 Views
DOWNLOAD

Equilibrium Cross-Section of Returns

File Size : 82,82 MB
Total View : 959 Views
DOWNLOAD

We explicitly link expected stock returns to firm characteristics such as firm size and book-to-market ratio in a dynamic general equilibrium production economy

Dynamic Asset Pricing Theory

File Size : 31,31 MB
Total View : 1592 Views
DOWNLOAD

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and

Implications of Keeping up with the Joneses Behavior for the Equilibrium Cross Section of Stock Returns

File Size : 96,96 MB
Total View : 9575 Views
DOWNLOAD

This paper tests the cross-section implications of quot;keeping up with the Jonesesquot; (KUJ) preferences in an international setting. When agents have KUJ pre

The Cross Section of Common Stock Returns

File Size : 20,20 MB
Total View : 5254 Views
DOWNLOAD

A growing number of empirical studies suggest that betas of common stocks do not adequately explain cross-sectional differences in stock returns. Instead, a num