New York University. This article is a revision of a chapter from my PhD thesis at the University of Chicago. My committee members, John Cochrane, Kent Daniel, Eugene Fama, Ken French, Lars Hansen, and especially my chairman George Constantinides are thanked for their comments and encouragement. Pierluigi Balduzzi, Kobi Boudoukh, Steve Davis, Ned Elton, Antti Ilmanen, Johnny Liew, Guillermo Mondino, Matthew Richardson, Thomas Sargent, Robert Whitelaw, and participants at workshops at the University of Chicago, Duke University, University of Illinois at Champaign, Ohio State University, Harvard University, UCLA, University of Southern California, University of Texas at Austin, and New York University provided many helpful comments. The referee and René Stulz, the editor, are thanked for comments that greatly improved the exposition of the article. All remaining errors are mine.
Decision Frequency and Synchronization Across Agents: Implications for Aggregate Consumption and Equity Return
Article first published online: 30 APR 2012
1996 The American Finance Association
The Journal of Finance
Volume 51, Issue 4, pages 1479–1497, September 1996
How to Cite
LYNCH, A. W. (1996), Decision Frequency and Synchronization Across Agents: Implications for Aggregate Consumption and Equity Return. The Journal of Finance, 51: 1479–1497. doi: 10.1111/j.1540-6261.1996.tb04076.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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