Department of Economics, University of Chicago. I received many helpful comments in the course of this research. In particular, I thank Andrew Abel, Phillip Braun, Ron Balvers, Robert Chirinko, Gene Fama, Campbell Harvey, Lars Hansen, Robert Hodrick, Bruce Lehmann, George McCandless, Ed Prescott, Gopalakrishnan Sharathchandra, René Stulz (the editor) and anonymous referees. This research was partially supported by National Science Foundation grant number SES 88–09912.
Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations
Article first published online: 30 APR 2012
DOI: 10.1111/j.1540-6261.1991.tb03750.x
1991 The American Finance Association
Additional Information
How to Cite
COCHRANE, J. H. (1991), Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations. The Journal of Finance, 46: 209–237. doi: 10.1111/j.1540-6261.1991.tb03750.x
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Department of Economics, University of Chicago. I received many helpful comments in the course of this research. In particular, I thank Andrew Abel, Phillip Braun, Ron Balvers, Robert Chirinko, Gene Fama, Campbell Harvey, Lars Hansen, Robert Hodrick, Bruce Lehmann, George McCandless, Ed Prescott, Gopalakrishnan Sharathchandra, René Stulz (the editor) and anonymous referees. This research was partially supported by National Science Foundation grant number SES 88–09912.
Publication History
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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