Similar Search Results

Explaining the variance of price dividend ratios

Cochrane, John H. - 1989

Persistent link: https://www.econbiz.de/10000778779

Using production based asset pricing to explain the behavior of stock returns over the business cycle

Cochrane, John H. - 1989

Persistent link: https://www.econbiz.de/10000782597

A cross-sectional test of a production-based asset pricing model

Cochrane, John H. - 1992

Persistent link: https://www.econbiz.de/10000136635

Where is the market going? : Uncertain facts and novel theories

Cochrane, John H. - 1997

Persistent link: https://www.econbiz.de/10000641496

The dog that did not bark : a defense of return predictability

Cochrane, John H. - In: The review of financial studies 21 (2008) 4, pp. 1533-1575

Persistent link: https://www.econbiz.de/10003765307

Discount rates

Cochrane, John H. - 2011

"Discount rate variation is the central organizing question of current asset pricing research. I survey facts, theories and applications. We thought returns were uncorrelated over time, so variation in price-dividend ratios was due to variation in expected cashflows. Now it seems all...

Persistent link: https://www.econbiz.de/10009009199