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There are 25680 results for: content related to: Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation

  1. Information Quality and Long-Run Risk: Asset Pricing Implications

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1333–1367, HENGJIE AI

    Version of Record online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01572.x

  2. Long-Run Stockholder Consumption Risk and Asset Returns

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2427–2479, CHRISTOPHER J. MALLOY, TOBIAS J. MOSKOWITZ and ANNETTE VISSING-JØRGENSEN

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01507.x

  3. Weakly Nonlinear Stability Analysis of Frontal Polymerization

    Studies in Applied Mathematics

    Volume 110, Issue 4, May 2003, Pages: 351–375, L. K. Gross and V. A. Volpert

    Version of Record online : 2 APR 2003, DOI: 10.1111/1467-9590.00242

  4. Consumption Volatility Risk

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2589–2615, OLIVER BOGUTH and LARS-ALEXANDER KUEHN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12058

  5. Time-varying Predictability for Stock Returns, Dividend Growth and Consumption Growth

    International Journal of Finance & Economics

    Volume 20, Issue 4, October 2015, Pages: 362–373, David G. McMillan

    Version of Record online : 1 SEP 2015, DOI: 10.1002/ijfe.1522

  6. Disasters Implied by Equity Index Options

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 1969–2012, DAVID BACKUS, MIKHAIL CHERNOV and IAN MARTIN

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01697.x

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    Asset Pricing without Garbage

    The Journal of Finance

    Volume 72, Issue 1, February 2017, Pages: 47–98, TIM A. KROENCKE

    Version of Record online : 12 JAN 2017, DOI: 10.1111/jofi.12438

  8. Gamma-ray burst afterglow emission with a decaying magnetic field

    Monthly Notices of the Royal Astronomical Society

    Volume 339, Issue 3, March 2003, Pages: 881–886, Elena Rossi and M. J. Rees

    Version of Record online : 20 FEB 2003, DOI: 10.1046/j.1365-8711.2003.06242.x

  9. LONG-RUN RISKS IN THE TERM STRUCTURE OF INTEREST RATES: ESTIMATION

    Journal of Applied Econometrics

    Volume 28, Issue 3, April/May 2013, Pages: 478–497, Taeyoung Doh

    Version of Record online : 8 MAR 2012, DOI: 10.1002/jae.2266

  10. Technological Growth and Asset Pricing

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1265–1292, NICOLAE GÂRLEANU, STAVROS PANAGEAS and JIANFENG YU

    Version of Record online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01747.x

  11. Valuation Risk and Asset Pricing

    The Journal of Finance

    Volume 71, Issue 6, December 2016, Pages: 2861–2904, RUI ALBUQUERQUE, MARTIN EICHENBAUM, VICTOR XI LUO and SERGIO REBELO

    Version of Record online : 10 NOV 2016, DOI: 10.1111/jofi.12437

  12. Learning about Consumption Dynamics

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 551–600, MICHAEL JOHANNES, LARS A. LOCHSTOER and YIQUN MOU

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12246

  13. Cash Flow, Consumption Risk, and the Cross-section of Stock Returns

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 923–956, ZHI DA

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01453.x

  14. The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model

    Economic Notes

    Volume 41, Issue 3, November 2012, Pages: 115–144, Flavia Barsotti, Maria Elvira Mancino and Monique Pontier

    Version of Record online : 17 OCT 2012, DOI: 10.1111/j.1468-0300.2012.00242.x

  15. Consumption, Dividends, and the Cross Section of Equity Returns

    The Journal of Finance

    Volume 60, Issue 4, August 2005, Pages: 1639–1672, RAVI BANSAL, ROBERT F. DITTMAR and CHRISTIAN T. LUNDBLAD

    Version of Record online : 12 AUG 2005, DOI: 10.1111/j.1540-6261.2005.00776.x

  16. Energy relaxation in galaxies induced by an external environment and/or incoherent internal pulsations

    Monthly Notices of the Royal Astronomical Society

    Volume 323, Issue 3, May 2001, Pages: 681–687, Henry E. Kandrup

    Version of Record online : 4 APR 2002, DOI: 10.1046/j.1365-8711.2001.04242.x

  17. Footloose Monopolies: Regulating a “National Champion”

    Journal of Economics & Management Strategy

    Volume 18, Issue 4, Winter 2009, Pages: 1179–1214, Giacomo Calzolari and Carlo Scarpa

    Version of Record online : 21 OCT 2009, DOI: 10.1111/j.1530-9134.2009.00242.x

  18. Sources of Entropy in Representative Agent Models

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 51–99, DAVID BACKUS, MIKHAIL CHERNOV and STANLEY ZIN

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12090

  19. EXPECTATIONS-BASED REFERENCE-DEPENDENT PREFERENCES AND ASSET PRICING

    Journal of the European Economic Association

    Volume 14, Issue 2, April 2016, Pages: 468–514, Michaela Pagel

    Version of Record online : 26 JUN 2015, DOI: 10.1111/jeea.12137

  20. A dynamical model of the inner Galaxy

    Monthly Notices of the Royal Astronomical Society

    Volume 314, Issue 3, May 2000, Pages: 433–452, Ralf Häfner, N. Wyn Evans, Walter Dehnen and James Binney

    Version of Record online : 4 APR 2002, DOI: 10.1046/j.1365-8711.2000.03242.x