Tag asset_pricing [48 articles] Export

Recent papers classified by the tag asset_pricing.

	Asset Pricing [My Copy] (03 January 2005) by John H. Cochrane posted to 411-3 asset_pricing by toomash on 2007-04-03 20:55:40 as along with 3 people ahuesler kenjimyzk espen
	The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models [My Copy] Econometrica, Vol. 55, No. 3. (1987), pp. 587-613. by Lars P. Hansen, Scott F. Richard posted to 411-3 asset_pricing finance by toomash on 2007-04-03 03:31:45 as along with 2 people mweidner signori
	Mean Reversion and Consumption Smoothing [My Copy] by Fischer Black posted to asset_pricing mean_reversion by toomash on 2005-06-01 16:47:07 as
	Habit Formation as a Resolution to the Equity Premium Puzzle: What Is in the Data, What Is Not [My Copy] Southern Economic Journal, Vol. 59, No. 4. (1993), pp. 749-759. by Shawn X. Ni posted to asset_pricing habit_formation by toomash on 2005-06-01 16:46:46 as
	Investor Sentiment and the Closed-End Fund Puzzle [My Copy] The Journal of Finance, Vol. 46, No. 1. (1991), pp. 75-109. by Charles M. C. Lee, Andrei Shleifer, Richard H. Thaler posted to asset_pricing finance sentiment by toomash on 2005-05-07 10:18:23 as
	Do Investors Care About Sentiment? [My Copy] The Journal of Business, Vol. 71, No. 4. (1998), pp. 477-500. by Edwin J. Elton, Martin J. Gruber, Jeffrey A. Busse posted to asset_pricing finance sentiment by toomash on 2005-05-07 10:16:51 as
	Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing [My Copy] Journal of Economic Theory, Vol. 67, No. 2. (December 1995), pp. 327-369. by Dow James, Gorton Gary posted to asset_pricing by toomash on 2005-04-30 22:28:54 as
	Asset Pricing with Heterogeneous Consumers [My Copy] The Journal of Political Economy, Vol. 104, No. 2. (1996), pp. 219-240. by George M. Constantinides, Darrell Duffie posted to aarineq aarmacro asset_pricing by toomash on 2005-04-27 23:29:37 as along with 1 person rivadeneyra
	Dynamic Choice and Asset Markets (Economic Theory, Econometrics, and Mathematical Economics) [My Copy] (01 January 1995) by Sumru Altug, Pamela Labadie posted to aarmacro asset_pricing by toomash on 2005-04-15 22:10:21 as
	Implications of Efficient Risk Sharing without Commitment [My Copy] The Review of Economic Studies, Vol. 63, No. 4. (1996), pp. 595-609. by Narayana R. Kocherlakota posted to 411-1 412-1 asset_pricing by toomash on 2005-04-13 08:31:00 as
	Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing [My Copy] The Journal of Political Economy, Vol. 104, No. 3. (1996), pp. 443-487. by John Heaton, Deborah J. Lucas posted to 411-1 aarineq asset_pricing by toomash on 2005-04-13 08:29:49 as along with 1 person rivadeneyra
	A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles [My Copy] The Journal of Political Economy, Vol. 104, No. 6. (1996), pp. 1135-1171. by Ravi Bansal, Wilbur J. Coleman posted to asset_pricing by toomash on 2005-04-13 08:25:40 as
	The economics of networks [My Copy] International Journal of Industrial Organization, Vol. 14, No. 6. (October 1996), pp. 673-699. by Nicholas Economides posted to asset_pricing network_effect by toomash on 2005-04-12 22:57:34 as along with 3 people sisisoso11 rrbarb td-uop
	Consumption and the Recession of 1990-1991 [My Copy] The American Economic Review, Vol. 83, No. 2. (1993), pp. 270-274. by Olivier Blanchard posted to asset_pricing by toomash on 2005-04-12 22:40:03 as
	A Traditional Interpretation of Macroeconomic Fluctuations [My Copy] The American Economic Review, Vol. 79, No. 5. (1989), pp. 1146-1164. by Olivier J. Blanchard posted to asset_pricing by toomash on 2005-04-12 22:38:59 as
	The Dynamic Effects of Aggregate Demand and Supply Disturbances [My Copy] The American Economic Review, Vol. 79, No. 4. (1989), pp. 655-673. by Olivier J. Blanchard, Danny Quah posted to asset_pricing by toomash on 2005-04-12 22:35:50 as
	Shocks [My Copy] Carnegie-Rochester Conference Series on Public Policy, Vol. 41 (December 1994), pp. 295-364. by John H. Cochrane posted to asset_pricing by toomash on 2005-04-12 14:40:29 as
	The business cycle effects of Christmas [My Copy] Journal of Monetary Economics, Vol. 49, No. 6. (September 2002), pp. 1289-1314. by Yi Wen posted to aarmacro asset_pricing by toomash on 2005-04-12 14:31:39 as
	Endogenous Business Cycles and the Dynamics of Output, Hours, and Consumption [My Copy] The American Economic Review, Vol. 90, No. 5. (2000), pp. 1136-1159. by Stephanie Schmitt-Grohe posted to asset_pricing by toomash on 2005-04-12 14:29:35 as
	Real-Business-Cycle Models and the Forecastable Movements in Output, Hours, and Consumption [My Copy] The American Economic Review, Vol. 86, No. 1. (1996), pp. 71-89. by Julio J. Rotemberg, Michael Woodford posted to asset_pricing by toomash on 2005-04-12 13:57:05 as
	The consumption of stockholders and nonstockholders [My Copy] Journal of Financial Economics, Vol. 29, No. 1. (March 1991), pp. 97-112. by N. Gregory Mankiw, Stephen P. Zeldes posted to asset_pricing by toomash on 2005-04-11 17:49:45 as
	Asset returns and intertemporal preferences [My Copy] Journal of Monetary Economics, Vol. 27, No. 1. (February 1991), pp. 39-71. by Shmuel Kandel, Robert F. Stambaugh posted to asset_pricing by toomash on 2005-04-11 17:47:24 as
	By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior [My Copy] The Journal of Political Economy, Vol. 107, No. 2. (1999), pp. 205-251. by John Y. Campbell, John H. Cochrane posted to asset_pricing habit_persistence by toomash on 2005-04-11 16:34:27 as along with 1 person jackevans
	Keeping up with the Joneses: Consumption Externalities, Portfolio Choice, and Asset Prices [My Copy] Journal of Money, Credit and Banking, Vol. 26, No. 1. (1994), pp. 1-8. by Jordi Gali posted to aarmacro asset_pricing relative_consumption by toomash on 2005-04-11 16:14:54 as along with 1 person Oliver
	Habit persistence and durability in aggregate consumption: Empirical tests [My Copy] Journal of Financial Economics, Vol. 29, No. 2. (October 1991), pp. 199-240. by Wayne E. Ferson, George M. Constantinides posted to asset_pricing habit_persistence by toomash on 2005-04-11 16:08:19 as
	Nonexpected Utility in Macroeconomics [My Copy] The Quarterly Journal of Economics, Vol. 105, No. 1. (1990), pp. 29-42. by Philippe Weil posted to asset_pricing non-expected_utility by toomash on 2005-04-11 15:50:00 as along with 1 person kenjimyzk
	Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework [My Copy] Econometrica, Vol. 57, No. 4. (1989), pp. 937-969. by Larry G. Epstein, Stanley E. Zin posted to 410-1 411-1 aarmacro asset_pricing non-expected_utility by toomash on 2005-04-11 15:49:56 as along with 2 people tkravitz kenjimyzk
	Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis [My Copy] The Journal of Political Economy, Vol. 99, No. 2. (1991), pp. 263-286. by Larry G. Epstein, Stanley E. Zin posted to aarmacro asset_pricing non-expected_utility by toomash on 2005-04-11 15:49:45 as along with 2 people rivadeneyra kenjimyzk
	Asset Prices under Habit Formation and Catching up with the Joneses [My Copy] The American Economic Review, Vol. 80, No. 2. (1990), pp. 38-42. by Andrew B. Abel posted to aarmacro asset_pricing by toomash on 2005-04-10 21:41:46 as along with 1 person Oliver
	The equity risk premium: A solution? [My Copy] Journal of Monetary Economics, Vol. 22, No. 1. (July 1988), pp. 133-136. by Rajnish Mehra, Edward C. Prescott posted to asset_pricing by toomash on 2005-04-09 19:40:04 as
	The equity risk premium a solution [My Copy] Journal of Monetary Economics, Vol. 22, No. 1. (July 1988), pp. 117-131. by Thomas A. Rietz posted to asset_pricing by toomash on 2005-04-09 19:38:44 as
	An intertemporal asset pricing model with stochastic consumption and investment opportunities [My Copy] Journal of Financial Economics, Vol. 7, No. 3. (September 1979), pp. 265-296. by Douglas T. Breeden posted to asset_pricing macroeconomics by toomash on 2005-04-09 18:10:59 as along with 1 person and 1 group gi0rgi0ne EntrepreneurialRisks
	Myopic Loss Aversion and the Equity Premium Puzzle [My Copy] The Quarterly Journal of Economics, Vol. 110, No. 1. (1995), pp. 73-92. by Shlomo Benartzi, Richard H. Thaler posted to asset_pricing macroeconomics prospecttheory by toomash on 2005-04-09 12:16:53 as along with 2 people Oliver ewig002
	On the Differentiability of the Value Function in Dynamic Models of Economics [My Copy] Econometrica, Vol. 47, No. 3. (1979), pp. 727-732. by L. M. Benveniste, J. A. Scheinkman posted to 411-1 aarmacro asset_pricing macroeconomics by toomash on 2005-03-15 15:59:26 as
	Indeterminacy, aggregate demand, and the real business cycle [My Copy] Journal of Monetary Economics, Vol. 51, No. 3. (April 2004), pp. 503-530. by Jess Benhabib, Yi Wen posted to aarmacro asset_pricing demand_shocks macroeconomics by toomash on 2005-03-11 14:30:03 as
	Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? [My Copy] Review of Economic Dynamics, Vol. 5, No. 3. (July 2002), pp. 618-645. by David A. Chapman posted to asset_pricing macroeconomics by toomash on 2005-03-10 20:22:03 as
	A martingale theory of asset pricing in a production economy [My Copy] Mathematical Social Sciences, Vol. 20, No. 3. (December 1990), pp. 215-225. by Parantap Basu posted to asset_pricing macroeconomics by toomash on 2005-03-10 20:13:09 as
	Asset Prices in Dynamic Production Economies with Time-Varying Risk [My Copy] The Review of Financial Studies, Vol. 7, No. 4. (1994), pp. 781-801. by Vasanttilak Naik posted to asset_pricing macroeconomics by toomash on 2005-03-10 20:01:34 as along with 1 person shankar
	Asset Prices in an Exchange Economy with Habit Formation [My Copy] Econometrica, Vol. 59, No. 6. (1991), pp. 1633-1657. by Jerome B. Detemple, Fernando Zapatero posted to asset_pricing macroeconomics by toomash on 2005-03-09 17:14:06 as
	Anomalies: The Equity Premium Puzzle [My Copy] The Journal of Economic Perspectives, Vol. 11, No. 1. (1997), pp. 191-200. by Jeremy J. Siegel, Richard H. Thaler posted to asset_pricing macroeconomics by toomash on 2005-03-09 16:40:17 as along with 1 person csbliu
	Habit formation: a resolution of the equity premium puzzle? [My Copy] Journal of Monetary Economics, Vol. 49, No. 6. (September 2002), pp. 1261-1288. by Christopher Otrok, B. Ravikumar, Charles H. Whiteman posted to asset_pricing macroeconomics by toomash on 2005-03-09 10:42:53 as along with 1 person misc9g
	The equity premium: A puzzle [My Copy] Journal of Monetary Economics, Vol. 15, No. 2. (March 1985), pp. 145-161. by Rajnish Mehra, Edward C. Prescott posted to aarmacro asset_pricing macroeconomics by toomash on 2005-03-08 13:10:51 as along with 2 people shankar bimbo
	Asset Prices in an Exchange Economy [My Copy] Econometrica, Vol. 46, No. 6. (1978), pp. 1429-1445. by Robert E. Lucas posted to aarmacro asset_pricing macroeconomics seminal by toomash on 2005-03-07 11:08:03 as along with 4 people and 1 group rivadeneyra shankar tkravitz gi0rgi0ne EntrepreneurialRisks
	Asset pricing in production economies [My Copy] Journal of Monetary Economics, Vol. 41, No. 2. (April 1998), pp. 257-275. by Urban J. Jermann posted to aarmacro asset_pricing macroeconomics by toomash on 2005-03-06 12:50:51 as along with 1 person shankar
	Labor Contracts and Business Cycles [My Copy] The Journal of Political Economy, Vol. 103, No. 5. (1995), pp. 972-1004. by Michele Boldrin, Michael Horvath posted to 411-2 asset_pricing contracts labor macroeconomics by toomash on 2005-03-06 12:44:25 as along with 2 people Scis0000002 shankar
	The Equity Premium: It's Still a Puzzle [My Copy] Journal of Economic Literature, Vol. 34, No. 1. (1996), pp. 42-71. by Narayana R. Kocherlakota posted to aarmacro asset_pricing macroeconomics by toomash on 2005-03-06 12:18:32 as along with 3 people shankar jackevans Smallkathryn
	Habit Formation: A Resolution of the Equity Premium Puzzle [My Copy] The Journal of Political Economy, Vol. 98, No. 3. (1990), pp. 519-543. by George M. Constantinides posted to aarmacro asset_pricing habit_persistence by toomash on 2005-03-04 20:25:25 as along with 2 people shankar tkravitz
	Recursive Macroeconomic Theory [My Copy] (21 August 2000) by Lars Ljungqvist, Thomas J. Sargent posted to 411-1 411-2 411-3 aarineq aarmacro asset_pricing macroeconomics by toomash on 2005-02-27 17:49:32 as

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macroeconomics	16
aarmacro	15
411-1	5
411-3	3
aarineq	3
finance	3
habit_persistence	3
non-expected_utility	3
411-2	2
sentiment	2
410-1	1
412-1	1
abm	1
contracts	1
demand_shocks	1
financial_markets	1
habit_formation	1
heterogeneity	1
labor	1
market_dynamics	1
mean_reversion	1
network_effect	1
prospecttheory	1
relative_consumption	1
seminal	1

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