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Ambiguity, learning, and asset returns

Ju, Nengjiu; Miao, Jianjun - 2007

Persistent link: https://www.econbiz.de/10003679079

Capital structure, credit risk, and macroeconomic conditions

Hackbarth, Dirk; Miao, Jianjun; Morellec, Erwan - In: Journal of financial economics 82 (2006) 3, pp. 519-550

Persistent link: https://www.econbiz.de/10003394335

Ambiguity, learning, and asset returns

Ju, Nengjiu; Miao, Jianjun - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 559-591

Persistent link: https://www.econbiz.de/10009535006

Comment on "Growth uncertainty, generalized disappointment aversion and production-based asset pricing"

Lochstoer, Lars A. - In: Journal of monetary economics 69 (2015), pp. 90-96

Persistent link: https://www.econbiz.de/10011326681

Growth uncertainty, generalized disappointment aversion and production-based asset pricing

Liu, Hening; Miao, Jianjun - In: Journal of monetary economics 69 (2015), pp. 70-89

Persistent link: https://www.econbiz.de/10011326683

Capital structure, credit risk, and macroeconomic conditions

Hackbarth, Dirk (contributor); Miao, Jianjun (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002518402

Robust contracts in continuous time

Miao, Jianjun; Rivera, Alejandro - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 4, pp. 1405-1440

Persistent link: https://www.econbiz.de/10011611100

Discount shock, price-rent dynamics, and the business cycle

Miao, Jianjun; Wang, Pengfei; Zha, Tao - 2020

The price-rent ratio in commercial real estate is highly volatile, and its variation comoves with the business cycle. To account for these two facts, we develop a dynamic general equilibrium model that explicitly introduces a rental market and incorporates the liquidity constraint on an...

Persistent link: https://www.econbiz.de/10012219582

Asset pricing under smooth ambiguity in continuous time

Hansen, Lars Peter; Miao, Jianjun - In: Economic theory 74 (2022) 2, pp. 335-371

Persistent link: https://www.econbiz.de/10013442033

Asset market equilibrium under rational inattention

Miao, Jianjun; Su, Dongling - In: Economic theory 75 (2023) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10013488819