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Is the volatility of market price of risk due to intermittent portfolio rebalancing?
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - In: The American economic review 102 (2012) 6, pp. 2859-2896
Persistent link: https://www.econbiz.de/10009710863
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Technological revolutions and stock prices
Pástor, Ľuboš; Veronesi, Pietro - In: The American economic review 99 (2009) 4, pp. 1451-1483
Persistent link: https://www.econbiz.de/10003896764
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Speculative growth : hints from the US economy
Caballero, Ricardo J.; Farhi, Emmanuel; Hammour, Mohamad L. - In: The American economic review 96 (2006) 4, pp. 1159-1192
Persistent link: https://www.econbiz.de/10003384879
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The effects of investing social security funds in the stock market when fixed costs prevent some households from holding shocks
Abel, Andrew B. - In: The American economic review 91 (2001) 1, pp. 128-148
Persistent link: https://www.econbiz.de/10001573388
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The Marsh-Merton model of manager's smoothing of dividends stock market prices
Shiller, Robert J. - In: The American economic review 76 (1986) 3, pp. 499-503
Persistent link: https://www.econbiz.de/10001009875
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International stock market equilibrium with heterogenous tastes
Bennett, James A.; Young, Leslie - In: The American economic review 89 (1999) 3, pp. 639-648
Persistent link: https://www.econbiz.de/10001408267
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The social cost of near-rational investment
Hassan, Tarek A.; Mertens, Thomas M. - In: The American economic review 107 (2017) 4, pp. 1059-1103
Persistent link: https://www.econbiz.de/10011644946
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Prediction with misspecified models
Geweke, John; Amisano, Gianni - In: The American economic review 102 (2012) 3, pp. 482-486
Persistent link: https://www.econbiz.de/10009706404
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Monetary policy, judgment, and near-rational exuberance
Bullard, James Brian; Evans, George W.; Honkapohja, Seppo - In: The American economic review 98 (2008) 3, pp. 1163-1177
Persistent link: https://www.econbiz.de/10003750483
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Modeling the formation of price expectations : a Bayesian approach
Caskey, John - In: The American economic review 75 (1985) 4, pp. 768-776
Persistent link: https://www.econbiz.de/10001987892