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An exploration of the effects of pessimism and doubt asset returns
Abel, Andrew B. - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1075-1092
Persistent link: https://www.econbiz.de/10001656068
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An exploration of the effects of pessimism and doubt on asset returns
Abel, Andrew B. - 2001
Persistent link: https://www.econbiz.de/10001552360
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An exploration of the effects of pessimism and doubt on asset returns
Abel, Andrew B. - 2001
Persistent link: https://www.econbiz.de/10001557216
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An exploration of the effects of pessimism and doubt on asset returns
Abel, Andrew B. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000832
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An exploration of the effects of pessimism and doubt on asset returns
Abel, Andrew B. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004100
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Equity premia with benchmark levels of consumption : closed-form results
Abel, Andrew B. - 2006
Persistent link: https://www.econbiz.de/10003333462
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Optimal inattention to the stock market with information costs and transactions costs
Abel, Andrew B.; Eberly, Janice C.; Panageas, Stauros - 2009 - Current draft, May 2009
Persistent link: https://www.econbiz.de/10003887077
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Optimal inattention to the stock market with information costs and transactions costs
Abel, Andrew B.; Eberly, Janice C.; Panageas, Stauros - 2009
Persistent link: https://www.econbiz.de/10003849119
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Optimal inattention to the stock market
Abel, Andrew B.; Eberly, Janice C.; Panageas, Stauros - In: The American economic review 97 (2007) 2, pp. 244-249
Persistent link: https://www.econbiz.de/10003501846
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An Exploration of the Effects of Pessimism and Doubt on Asset Returns
Abel, Andrew B. - 2001
The subjective distribution of growth rates of aggregate consumption is characterized by pessimism if it is first-order stochastically dominated by the objective distribution. Uniform pessimism is a leftward translation of the objective distribution of the logarithm of the growth rate. The...
Persistent link: https://www.econbiz.de/10012470597