Narrow search
Showing 1 - 10 of 235
Cover Image
Intertemporal asset pricing without consumption data
Campbell, John Y. - National Bureau of Economic Research - 1992
Persistent link: https://www.econbiz.de/10000136599
Cover Image
Empirical rationality in the stock market
Raahauge, Peter (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Cover Image
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
Cover Image
Are financial assets priced locally or globally?
Karolyi, G. Andrew (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631190
Cover Image
On finite dimensional HJM representations
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Cover Image
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
Cover Image
A comparison of stock market mechanisms
Cespa, Giovanni (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578833
Cover Image
Covariance risk, mispricing, and the cross section of security returns
Daniel, Kent (contributor); Hirshleifer, David (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522681
Cover Image
Investor psychology and asset pricing
Hirshleifer, David (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001567307
Cover Image
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