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Catching up with the joneses : heterogenous preferences and the dynamics of asset prices

Chan, Yeung Lewis; Kogan, Leonid - In: Journal of political economy 110 (2002) 6, pp. 1255-1285

Persistent link: https://www.econbiz.de/10001728241

The equity risk premium and the riskfree rate in an economy with borrowing constraints

Kogan, Leonid (contributor); Makarov, Igor (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001777044

Catching up with the Joneses : heterogeneous preferences and the dynamics of asset prices

Chan, Yeung Lewis; Kogan, Leonid - 2001

Persistent link: https://www.econbiz.de/10001628680

Catching up with the Joneses : heterogeneous preferences and the dynamics of asset prices

Chan, Yeung Lewis (contributor); Kogan, Leonid (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002000392

Durability of output and expected stock returns

Gomes, João F.; Kogan, Leonid; Yogo, Motohiro - In: Journal of political economy 117 (2009) 5, pp. 941-986

Persistent link: https://www.econbiz.de/10003936676

Displacement risk and asset returns

Garleanu, Nicolae; Kogan, Leonid; Panageas, Stauros - In: Journal of financial economics 105 (2012) 3, pp. 511-522

Persistent link: https://www.econbiz.de/10009666812

Firm characteristics and stock returns : the role of investment-specific shocks

Kogan, Leonid; Papanikolaou, Dimitris - In: The review of financial studies 26 (2013) 11, pp. 2718-2759

Persistent link: https://www.econbiz.de/10010225954

Durability of output and expected stock returns

Gomes, João; Kogan, Leonid; Yogo, Motohiro - 2007

The demand for durable goods is more cyclical than that for nondurable goods and services. Consequently, the cash flow and stock returns of durable-good producers are exposed to higher systematic risk. Using the NIPA input-output tables, we construct portfolios of durable-good, nondurable-good,...

Persistent link: https://www.econbiz.de/10003449724

The equity risk premium and the riskfree rate in an economy with borrowing constraints

Kogan, Leonid; Makarov, Igor; Uppal, Raman - In: Mathematics and financial economics 1 (2007) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10003576938

Durability of output and expected stock returns

Gomes, João (contributor); Kogan, Leonid (contributor); … - 2007 - Rev.

"The demand for durable goods is more cyclical than that for nondurable goods and services. Consequently, the cash flow and stock returns of durable-good producers are exposed to higher systematic risk. Using the NIPA input-output tables, we construct portfolios of durable-good, nondurable-good,...

Persistent link: https://www.econbiz.de/10003726989