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Do Taxes Matter in the CAPM?
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81
Endogenous time-varying risk aversion and asset returns
Berardi, Michele
- In:
Journal of evolutionary economics : JEE
26
(
2016
)
3
,
pp. 581-601
Persistent link: https://www.econbiz.de/10011561935
Saved in:
82
Expectations-based reference-dependent preferences and asset pricing
Pagel, Michaela
- In:
Journal of the European Economic Association
14
(
2016
)
2
,
pp. 468-514
Persistent link: https://www.econbiz.de/10011565525
Saved in:
83
State dependence of aggregated risk aversion : evidenve for the German stock market
Hansen, Marc
;
Herwartz, Helmut
;
Rengel, Malte
- In:
Journal of applied economics
17
(
2014
)
2
,
pp. 257-281
Persistent link: https://www.econbiz.de/10011554687
Saved in:
84
Investor mood and the determinants of stock prices : an experimental analysis
Harding, Noel
;
He, Wen
- In:
Accounting and finance : journal of the Accounting …
56
(
2016
)
2
,
pp. 445-478
Persistent link: https://www.econbiz.de/10011585967
Saved in:
85
Observational equivalence and nonequivalence of subjective and robust mean-variance preferences
Wakai, Katsutoshi
- In:
Economics letters
124
(
2014
)
2
,
pp. 219-221
Persistent link: https://www.econbiz.de/10010493720
Saved in:
86
Risk aversion, investor information and stock market volatility
Lansing, Kevin J.
;
LeRoy, Stephen F.
- In:
European economic review : EER
70
(
2014
),
pp. 88-107
Persistent link: https://www.econbiz.de/10010496407
Saved in:
87
Skewness term structure tests
Lin, Yuehao
;
Lehnert, Thorsten
-
2014
Persistent link: https://www.econbiz.de/10010502924
Saved in:
88
Skewness risk premium : theory and empirical evidence
Lehnert, Thorsten
;
Lin, Yuehao
;
Wolff, Christiaan …
-
2014
Persistent link: https://www.econbiz.de/10010502927
Saved in:
89
Alternative measures for modeling risk and expected utility theory : (risk adjustment, measurement and attitude)
Seber, Akin
- In:
International journal of economics and finance
6
(
2014
)
9
,
pp. 151-157
Persistent link: https://www.econbiz.de/10010417168
Saved in:
90
Counter-cyclical risk aversion
Kim, Kun Ho
- In:
Journal of empirical finance
29
(
2014
),
pp. 384-401
Persistent link: https://www.econbiz.de/10011300452
Saved in:
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