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Intertemporal asset pricing without consumption data
Campbell, John Y. - National Bureau of Economic Research - 1992
Persistent link: https://www.econbiz.de/10000136599
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Empirical rationality in the stock market
Raahauge, Peter (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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Papers and proceedings, sixty-second annual meeting / American Finance Association : Atlanta, Georgia, January 4 - 6, 2002
O'Hara, Maureen (contributor) - American Finance Association - 2002
Persistent link: https://www.econbiz.de/10001694215
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Management and employee compensation policy, and matched data on private firms : a no arbitrage asset pricing approach to on-the-job search and the wage distribution
Christensen, Bent Jesper (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622243
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On finite dimensional HJM representations
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan (contributor); Peare, Paula (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
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Papers and proceedings, sixtieth annual meeting / American Finance Association : Boston, Massachusetts, January 7 - 9, 2000
Allen, Franklin (contributor) - American Finance Association - 2000
Persistent link: https://www.econbiz.de/10001509507
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A comparison of stock market mechanisms
Cespa, Giovanni (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578833
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Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R. (contributor) - American Finance Association - 1999
Persistent link: https://www.econbiz.de/10001395744
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Robust-H-infinity Forecasting and Asset Pricing Anomalies
Tornell, Aaron - 2000
We present an alternative expectation formation mechanism that helps rationalize well known asset pricing anomalies, such as the predictability of excess returns, excess volatility, and the equity-premium puzzle. As with rational expectations (RE), the expectation formation mechanism we consider...
Persistent link: https://www.econbiz.de/10012470997