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Stock returns and dividend yields revisited : a new way to look at an old problem
Wolf, Michael - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 18-30
Persistent link: https://www.econbiz.de/10001441585
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Dividend yields and expected stock returns : alternative procedures for inference and measurement
Hodrick, Robert J. - In: The review of financial studies 5 (1992) 3, pp. 357-386
Persistent link: https://www.econbiz.de/10001129388
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Trading timing and the returns to trend-following
Zoicas-Ienciu, Adrian - In: Applied economics letters 26 (2019) 4, pp. 311-315
Persistent link: https://www.econbiz.de/10012204197
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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
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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
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Asset pricing with multiple assets and goods
Heyerdahl-Larsen, Christian - 2009
Persistent link: https://www.econbiz.de/10003893259
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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
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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
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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
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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