Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
Year of publication: |
2004-05
|
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Authors: | Ludvigson, Sydney C. ; Chen, Xiaohong |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Xiaohong Chen & Sydney C. Ludvigson, 2009. "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093. Number 10503 |
Classification: | G1 - General Financial Markets |
Source: |
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