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Inside information and the own company stock puzzle

Nieuwerburgh, Stijn van; Veldkamp, Laura - In: Journal of the European Economic Association 4 (2006) 2/3, pp. 623-633

Persistent link: https://www.econbiz.de/10003353555

Evaluating asset pricing models with limited commitment using household consumption data

Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - In: Journal of the European Economic Association 6 (2008) 2/3, pp. 715-726

Persistent link: https://www.econbiz.de/10003725672

Investing in foreign currency is like betting on your intertemporal marginal rate of substitution

Lustig, Hanno; Verdelhan, Adrien - In: Journal of the European Economic Association 4 (2006) 2/3, pp. 644-655

Persistent link: https://www.econbiz.de/10003353562

Inside Information and the Own Company Stock Puzzle

Nieuwerburgh, Stijn Van; Veldkamp, Laura - In: Journal of the European Economic Association 4 (2006) 2-3, pp. 623-633

U.S. investors allocate 30-40% of their financial asset portfolio in the stock of the company they work for. Such a portfolio flies in the face of standard portfolio theory, which prescribes that an investor should hold less of a financial asset that is positively correlated with her...

Persistent link: https://www.econbiz.de/10005690502