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There are 11414 results for: content related to: Seasonality and Consumption-Based Asset Pricing

  1. Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1167–1219, HANNO N. LUSTIG and STIJN G. VAN NIEUWERBURGH

    Version of Record online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00759.x

  2. An Exploration of Competitive Signalling Equilibria with “Third Party” Information Production: The Case of Debt Insurance

    The Journal of Finance

    Volume 37, Issue 3, June 1982, Pages: 717–739, ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb02219.x

  3. Approximating the Asset Pricing Kernel

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1383–1410, DAVID A. CHAPMAN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01114.x

  4. A Consumption-Based Explanation of Expected Stock Returns

    The Journal of Finance

    Volume 61, Issue 2, April 2006, Pages: 539–580, MOTOHIRO YOGO

    Version of Record online : 9 MAR 2006, DOI: 10.1111/j.1540-6261.2006.00848.x

  5. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  6. Accounting for Forward Rates in Markets for Foreign Currency

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1887–1908, DAVID K. BACKUS, ALLAN W. GREGORY and CHRIS I. TELMER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05132.x

  7. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 3009–3063, ANDREA BURASCHI and ALEXEI JILTSOV

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01299.x

  8. AN EMPIRICAL ANALYSIS OF THE PRICING OF MORTGAGE-BACKED SECURITIES

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 613–623, LEE WAKEMAN, KENNETH B. DUNN and KENNETH J. SINGLETON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02273.x

  9. Incomplete Markets and Security Prices: Do Asset-Pricing Puzzles Result from Aggregation Problems?

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 123–163, Kris Jacobs

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00100

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    Automorphisms of the compression body graph

    Journal of the London Mathematical Society

    Volume 95, Issue 1, February 2017, Pages: 94–114, Ian Biringer and Nicholas G. Vlamis

    Version of Record online : 27 DEC 2016, DOI: 10.1112/jlms.12011

  11. Good-Specific Habit Formation and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1699–1732, JULES H. VAN BINSBERGEN

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12397

  12. Family Firms

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2167–2201, Mike Burkart, Fausto Panunzi and Andrei Shleifer

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00601

  13. Sequential Sales, Learning, and Cascades

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 695–732, IVO WELCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04406.x

  14. Luxury Goods and the Equity Premium

    The Journal of Finance

    Volume 59, Issue 6, December 2004, Pages: 2959–3004, YACINE AÏT-SAHALIA, JONATHAN A. PARKER and MOTOHIRO YOGO

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00721.x

  15. Misspecified Recovery

    The Journal of Finance

    Volume 71, Issue 6, December 2016, Pages: 2493–2544, JAROSLAV BOROVIČKA, LARS PETER HANSEN and JOSÉ A. SCHEINKMAN

    Version of Record online : 10 NOV 2016, DOI: 10.1111/jofi.12404

  16. A Mean-Variance Benchmark for Intertemporal Portfolio Theory

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 1–49, JOHN H. COCHRANE

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12099

  17. A general class of nonseparable space–time covariance models

    Environmetrics

    Volume 22, Issue 2, March 2011, Pages: 224–242, Thaís C. O. Fonseca and Mark F. J. Steel

    Version of Record online : 8 JUN 2010, DOI: 10.1002/env.1047

  18. Tax-Induced Intertemporal Restrictions on Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1347–1371, PETER BOSSAERTS and ROBERT M. DAMMON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02457.x

  19. Can Costs of Consumption Adjustment Explain Asset Pricing Puzzles?

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 623–654, David A. Marshall and Nayan G. Parekh

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00119

  20. Presidential Address: Discount Rates

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1047–1108, JOHN H. COCHRANE

    Version of Record online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01671.x