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Consumption-based macroeconomic models of asset pricing theory
Đorđević, Marija - In: Economic annals 61 (2016) 211, pp. 7-28
Persistent link: https://www.econbiz.de/10011645391
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Why are stock prices so high? : Dividend growth or discount factor?
Balke, Nathan S.; Wohar, Mark E. - 2000
Persistent link: https://www.econbiz.de/10001446210
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How to discount cashflows with time-varying expected returns
Ang, Andrew; Liu, Jun - 2003
Persistent link: https://www.econbiz.de/10001815763
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How to discount cashflows with time-varying expected returns
Ang, Andrew; Liu, Jun - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2745-2784
Persistent link: https://www.econbiz.de/10002503562
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Cash flow risk, discounting risk, and the equity premium puzzle
Bakshi, Gurdip S.; Chen, Zhiwu - In: Handbook of the equity risk premium, (pp. 377-402). 2008
Persistent link: https://www.econbiz.de/10003598683
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Cash flow risk, discounting risk, and the equity premium puzzle : discussion
Gala, Vito D. - In: Handbook of the equity risk premium, (pp. 403-408). 2008
Persistent link: https://www.econbiz.de/10003598686
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Cash flow risk, discounting risk, and the equity premium puzzle : discussion
Menzly, Lior - In: Handbook of the equity risk premium, (pp. 409-414). 2008
Persistent link: https://www.econbiz.de/10003598688
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Aggregation of preferences for skewed asset returns
Chabi-Yo, Fousseni; Leisen, Dietmar; Renault, Eric - In: Journal of economic theory 154 (2014), pp. 453-489
Persistent link: https://www.econbiz.de/10010481322
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Short-term and long-term discount rates for real estate investment trusts
Giaccotto, Carmelo; Giambona, Erasmo; Zhao, Yanhui - In: The journal of real estate finance and economics 63 (2021) 3, pp. 493-524
Persistent link: https://www.econbiz.de/10012617508
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Do Investment-Based Models Explain Equity Returns? Evidence from Euler Equations
Delikouras, Stefanos - 2020
We investigate the empirical implications of the investment-based model of asset pricing for the Hansen-Jagannathan and Kozak-Nagel-Santosh discount factors in the linear span of equity returns. Our methodology is based on the equivalence between investment and equity returns implied by the...
Persistent link: https://www.econbiz.de/10012857454