Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns
Year of publication: |
2006
|
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Authors: | Grammig, Joachim G. ; Schrimpf, Andreas |
Institutions: | Zentrum für Europäische Wirtschaftsforschung (ZEW) |
Subject: | Consumption-based Asset Pricing | Cross-Section of Stock Returns | Reference Level |
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