By force of habit : a consumption-based explanation of aggregate stock market behavior
Year of publication: |
1999
|
---|---|
Authors: | Campbell, John Y. ; Chochrane, John Howland |
Published in: |
Journal of political economy. - Chicago, Ill. : Univ. Press, ISSN 0022-3808, ZDB-ID 3026-0. - Vol. 107.1999, 2, p. 205-251
|
Subject: | CAPM | Theorie | Theory | Aktienmarkt | Stock market | Konjunktur | Business cycle | Volatilität | Volatility | Risikoprämie | Risk premium | USA | United States | 1895-1995 |
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