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Asset pricing: Liquidity, trading, and asset prices
Cochrane, John H., (2004)
Shocks
Cochrane, John H., (1994)
Univariate v[ersu]s multivariate forecasts of GNP growth and stock returns : evidence and implications for the persistence of shocks, detrending methods, and tests of the permanent income hypothesis
Cochrane, John H., (1990)