Lazy investors, discretionary consumption, and the cross-section of stock returns
Year of publication: |
2007
|
---|---|
Authors: | Jagannathan, Ravi ; Wang, Yong |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 62.2007, 4, p. 1623-1661
|
Subject: | CAPM | Konsumtheorie | Consumption theory | Risikoprämie | Risk premium | Betriebsgröße | Firm size | USA | United States | 1954-2003 |
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