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Asset prices under habit formation and reference-dependent preferences
Yogo, Motohiro (contributor) - 2007
Persistent link: https://www.econbiz.de/10003727013
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A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Brennan, Michael J. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016401
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Equilibrium asset pricing with price war risks
Dou, Winston Wei; Ji, Yan; Wu, Wei - 2019
Persistent link: https://www.econbiz.de/10012050935
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Pricing long-lived securities in dynamic endowment economies
Tsai, Jerry; Wachter, Jessica - 2017
Persistent link: https://www.econbiz.de/10011847491
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Competition, profitability, and risk premia
Dou, Winston Wei; Ji, Yan; Wu, Wei - 2019
Persistent link: https://www.econbiz.de/10012174196
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Fearing the Fed : how Wall Street reads main street
Law, Tzuo Hann; Song, Dongho; Yaron, Amir - 2019
Persistent link: https://www.econbiz.de/10012174214
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Stock returns and expected business conditions : half a century of direct evidence
Campbell, Sean D. (contributor);  … - 2005 - Rev.
Persistent link: https://www.econbiz.de/10003726399
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What's vol got to do with it
Drechsler, Itamar (contributor); Yaron, Amir (contributor) - 2008 - Current draft: May 2008
Persistent link: https://www.econbiz.de/10003727636
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Can time-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica (contributor) - 2008 - Current draft: September 24, 2008
Persistent link: https://www.econbiz.de/10003783866
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What's vol got to do with it
Drechsler, Itamar; Yaron, Amir - 2010 - Current draft: December 2009
Persistent link: https://www.econbiz.de/10003971762