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	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
	Wealth Shock Capital Asset Pricing Model - A Unified Theory of Explaining Equity Premium Puzzle and Stock Market Anomalie [My Copy] Hong Kong University of Science and Technology Business and Management Working Paper (July 2005) by Samuel X. Liang posted to asset_pricing by toomash on 2005-09-04 07:29:03 as
	The Equity Premium Implied by Production [My Copy] (7 April 2005) by Urban J. Jermann posted to asset_pricing by toomash on 2005-07-09 14:42:48 as
	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
	Does Stockholding Provide Perfect Risk Sharing? [My Copy] No. 490. (May 2002) by M. Fatih Guvenen posted to aarmacro asset_pricing limited_participation by toomash on 2005-04-30 21:59:03 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
	Intermediate Financial Theory [My Copy] (2005) by Jean-Pierre Danthine, John B. Donaldson posted to asset_pricing by toomash on 2005-04-22 14:58:14 as
	The Equity Premium in Brock’s Asset Pricing Model [My Copy] SSRI Working Paper #2005-03 (January 2005) by Levent Akdeniz, W. Davis Dechert posted to asset_pricing numericalmethods by toomash on 2005-04-22 13:55:54 as
	Asset prices in a production economy [My Copy] In The Economics of Information and Uncertainty (1982), pp. 1-43. by W. Brock edited by J. Mccall posted to aarmacro asset_pricing by toomash on 2005-04-15 22:24:04 as
	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
	The Equity Premium in Retrospect [My Copy] No. 9525. (2003) by Rajnish Mehra, Edward C. Prescott posted to asset_pricing by toomash on 2005-04-12 20:31:17 as
	An Econometric Study of Hours and Output Variation with Preference Shocks [My Copy] International Economic Review, Vol. 33, No. 2. (1992), pp. 449-71. by Valerie R. Bencivenga posted to aarmacro asset_pricing by toomash on 2005-04-12 18:44:14 as
	The Role of Preference Shocks and Capital Utilization in the Great Depression [My Copy] No. 0405. (2004) by Mark Weder posted to asset_pricing by toomash on 2005-04-12 18:42:11 as
	Productive externalities and business cycles [My Copy] No. 53. (1991) by Marianne Baxter, Robert G. King posted to asset_pricing by toomash on 2005-04-12 18:39:54 as
	Asset Prices, Consumption, and the Business Cycle [My Copy] In Handbook of Macroeconomics, Vol. 1C (1999) by John Y. Campbell edited by B. T. a. M. W. John posted to asset_pricing by toomash on 2005-04-12 15:09:00 as
	Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series [My Copy] The Review of Economics and Statistics, Vol. 81, No. 4. (1999), pp. 575-593. by Marianne Baxter, Robert G. King posted to asset_pricing by toomash on 2005-04-12 14:53:58 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
	Equity-Premium and Risk-Free-Rate Puzzles at Long Horizons [My Copy] Macroeconomic Dynamics, Vol. 1, No. 2. (1997), pp. 452-84. by Kent Daniel, David Marshall posted to asset_pricing habit_persistence by toomash on 2005-04-11 16:42:53 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
	Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle? [My Copy] Review of Finance, Vol. 7, No. 3. (2003), pp. 547-582. by Gene Amromin posted to asset_pricing demand_shocks by toomash on 2005-04-10 18:03:31 as
	Comment on `Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?' [My Copy] Review of Finance, Vol. 7, No. 3. (2003), pp. 583-586. by Harold H. Zhang posted to asset_pricing demand_shocks by toomash on 2005-04-10 18:00:21 as
	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

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