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Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?
Auer, Benjamin R. - In: Applied economics 45 (2013) 25/27, pp. 3564-3573
Persistent link: https://www.econbiz.de/10010345895
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Informational differences and learning in an asset market with boundedly rational agents
Diks, Cees; Dindo, Pietro - In: Journal of economic dynamics & control 32 (2008) 5, pp. 1432-1465
Persistent link: https://www.econbiz.de/10003732534
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Risk sharing and counter-cyclical variation in market correlations
Aydemir, A. Cevdet - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3084-3112
Persistent link: https://www.econbiz.de/10003775485
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A patent race in a real options setting : investment strategy, valuation, CAPM beta, and return volatility
Meng, Rujing - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3192-3217
Persistent link: https://www.econbiz.de/10003775533
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Asset pricing with loss aversion
Grüne, Lars; Semmler, Willi - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3253-3274
Persistent link: https://www.econbiz.de/10003775836
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Equity yields in models considering higher moments of the return distribution
Homaifar, Ghassem - In: Applied economics 20 (1988) 3, pp. 325-334
Persistent link: https://www.econbiz.de/10001047146
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The explanatory power of the market model : an internat. comparison
Parkinson, John M. - In: Applied economics 19 (1987) 12, pp. 1625-1637
Persistent link: https://www.econbiz.de/10001047294
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A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
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A quartet of asset pricing models in nominal and real economies
Wei, Chao - In: Journal of economic dynamics & control 33 (2009) 1, pp. 154-165
Persistent link: https://www.econbiz.de/10003810178
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Investor heterogeneity, asset pricing and volatility dynamics
Weinbaum, David - In: Journal of economic dynamics & control 33 (2009) 7, pp. 1379-1397
Persistent link: https://www.econbiz.de/10003846757