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Intertemporal asset pricing without consumption data
Campbell, John Y. - In: The American economic review 83 (1993) 3, pp. 487-512
Persistent link: https://www.econbiz.de/10001143693
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Further tests of the separation theorem and the capital asset pricing model
Kroll, Yoram - In: The American economic review 82 (1992) 3, pp. 664-670
Persistent link: https://www.econbiz.de/10001126138
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Mean reversion in equilibrium asset prices
Cecchetti, Stephen G. - In: The American economic review 80 (1990) 3, pp. 398-418
Persistent link: https://www.econbiz.de/10001087993
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Experimental tests of the separation theorem and the capital asset pricing model
Kroll, Yoram - In: The American economic review 78 (1988) 3, pp. 500-519
Persistent link: https://www.econbiz.de/10001047298
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Risk aversion and stock price sensitivity to dividends
Hagiwara, May - In: The American economic review 87 (1997) 4, pp. 738-745
Persistent link: https://www.econbiz.de/10001226846
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Limited market participation and volatility of asset prices
Allen, Franklin - In: The American economic review 84 (1994) 4, pp. 933-955
Persistent link: https://www.econbiz.de/10001168947
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An asset allocation puzzle
Canner, Niko - In: The American economic review 87 (1997) 1, pp. 181-191
Persistent link: https://www.econbiz.de/10001218686
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Evaluating empirical tests of asset pricing models : alternative interpretations
Cecchetti, Stephen G. - In: The American economic review 80 (1990) 2, pp. 48-51
Persistent link: https://www.econbiz.de/10001085517
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Asset prices under habit formation and catching up with the Joneses
Abel, Andrew B. - In: The American economic review 80 (1990) 2, pp. 38-42
Persistent link: https://www.econbiz.de/10001085519
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Price reaction to information with heterogeneous beliefs and wealth effects : underreaction, momentum, and reversal
Ottaviani, Marco; Sørensen, Peter Norman - In: The American economic review 105 (2015) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10010518832