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Asset pricing with countercyclical household consumption risk
Kōnstantinidēs, Giōrgos; Ghosh, Anisha - In: The journal of finance : the journal of the American … 72 (2017) 1, pp. 415-460
Persistent link: https://www.econbiz.de/10011738413
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Asset pricing with garbage
Savov, Alexi - In: The journal of finance : the journal of the American … 66 (2011) 1, pp. 177-201
Persistent link: https://www.econbiz.de/10008991180
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Consumption, dividends, and the cross section of equity returns
Bansal, Ravi; Dittmar, Robert F.; Lundblad, Christian - In: The journal of finance : the journal of the American … 60 (2005) 4, pp. 1639-1672
Persistent link: https://www.econbiz.de/10003080218
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Time variation in the covariance between stock returns and consumption growth
Duffee, Greg - In: The journal of finance : the journal of the American … 60 (2005) 4, pp. 1673-1712
Persistent link: https://www.econbiz.de/10003080227
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Housing collateral, consumption insurance, and risk premia : an empirical perspective
Lustig, Hanno; Nieuwerburgh, Stijn van - In: The journal of finance : the journal of the American … 60 (2005) 3, pp. 1167-1219
Persistent link: https://www.econbiz.de/10002888793
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Decision frequency and synchronization across agents : implications for aggregate consumption and equity return
Lynch, Anthony W. - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1479-1497
Persistent link: https://www.econbiz.de/10001209019
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Consumption, aggregate wealth, and expected stock returns
Lettau, Martin; Ludvigson, Sydney C. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 815-849
Persistent link: https://www.econbiz.de/10001593003
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Seasonality and consumption-based asset pricing
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 511-552
Persistent link: https://www.econbiz.de/10001128130
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Can costs of consumption adjustment explain asset pricing puzzles?
Marshall, David A.; Parekh, Nayan G. - In: The journal of finance : the journal of the American … 54 (1999) 2, pp. 623-654
Persistent link: https://www.econbiz.de/10001367858
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Empirical tests of the consumption-oriented CAPM
Breeden, Douglas T. - In: The journal of finance : the journal of the American … 44 (1989) 2, pp. 231-262
Persistent link: https://www.econbiz.de/10001072951