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1
Portfolio claustrophobia: asset pricing in markets with illiquid assets
Longstaff, Francis A.
- In:
The American economic review
99
(
2009
)
4
,
pp. 1119-1144
Persistent link: https://www.econbiz.de/10003896623
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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
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3
,
pp. 500-519
Persistent link: https://www.econbiz.de/10001047298
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3
Subjective expectations and asset-return puzzles
Weitzman, Martin L.
- In:
The American economic review
97
(
2007
)
4
,
pp. 1102-1130
Persistent link: https://www.econbiz.de/10003586347
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Labor and the market value of the firm
Merz, Monika
;
Yashiv, Eran
- In:
The American economic review
97
(
2007
)
4
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pp. 1419-1431
Persistent link: https://www.econbiz.de/10003586409
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Explaining asset prices with external habits and wage rigidities in a DSGE model
Uhlig, Harald
- In:
The American economic review
97
(
2007
)
2
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pp. 239-243
Persistent link: https://www.econbiz.de/10003501840
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6
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
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7
Salience and asset prices
Bordalo, Pedro
;
Gennaioli, Nicola
;
Shleifer, Andrei
- In:
The American economic review
103
(
2013
)
3
,
pp. 623-628
Persistent link: https://www.econbiz.de/10009768614
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8
Market prices of risk with diverse beliefs, learning, and catastrophes
Cogley, Timothy
;
Sargent, Thomas J.
;
Tsyrennikov, Viktor
- In:
The American economic review
102
(
2012
)
3
,
pp. 141-146
Persistent link: https://www.econbiz.de/10009705252
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9
Two pillars of asset pricing
Fama, Eugene F.
- In:
The American economic review
104
(
2014
)
6
,
pp. 1467-1485
Persistent link: https://www.econbiz.de/10010405698
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Dynamic asset pricing in a system of local housing markets
Bayer, Patrick J.
;
Ellickson, Bryan
;
Ellickson, Paul B.
- In:
The American economic review
100
(
2010
)
2
,
pp. 368-372
Persistent link: https://www.econbiz.de/10008748237
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