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Loss aversion, habit formation and the term structures of equity and interest rates

Curatola, Giuliano - In: Journal of economic dynamics & control 53 (2015), pp. 103-122

Persistent link: https://www.econbiz.de/10011526865

A parsimonious analytically specified general equilibrium structure that spans discount rates

Obrimah, Oghenovo Adewale - In: Finance research letters 62 (2024) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10014531158

Asset pricing with multiple assets and goods

Heyerdahl-Larsen, Christian - 2009

Persistent link: https://www.econbiz.de/10003893259

Asset pricing in a production economy with Chew–Dekel preferences

Campanale, Claudio; Castro, Rui; Clementi, Gian Luca - 2009

Persistent link: https://www.econbiz.de/10003997327

Asset pricing in a production economy with Chew-Dekel preferences

Campanale, Claudio; Castro, Rui; Clementi, Gian Luca - In: Review of economic dynamics 13 (2010) 2, pp. 379-402

Persistent link: https://www.econbiz.de/10008651154

Asset pricing in a production economy with Chew-Dekel preferences

Campanale, Claudio; Castro, Rui; Clementi, Gian Luca - 2009 - Rev. 24 June 2009

Persistent link: https://www.econbiz.de/10009505072

Refining the General Equilibrium Relation That Subsists Between Stock Returns, and Each of Investors Risk Preferences and Information Sets

Obrimah, Oghenovo A. - 2021

Typically, models of stock prices or returns assume homogeneity of risk preference parameters. This study shows modeling of IPO prices necessarily is with reference to the distribution of risk preference parameters that already are represented in secondary equity markets. Modeling of stock...

Persistent link: https://www.econbiz.de/10013223254

Asset Pricing in a Production Economy with Chew-Dekel Preferences

Campanale, Claudio; Castro, Rui; Clementi, Gian Luca - 2008

consumption growth, which are in line with historical averages for the US economy. Consistently with the data, the price-dividend … ratio is pro-cyclical and stock returns are predictable (and increasingly so as the time horizon increases), while dividend …

Persistent link: https://www.econbiz.de/10014026125

Investor sophistcation and capital income inequaltiy

Kacperczyk, Marcin; Nosal, Jaromir; Stevens, Luminita - 2015

Persistent link: https://www.econbiz.de/10010532045

Investor sophistication and capital income inequality

Kacperczyk, Marcin; Nosal, Jaromir; Stevens, Luminita - 2014

Persistent link: https://www.econbiz.de/10010386638

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