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Advances in Consumption-Based Asset Pricing: Empirical Tests · Study

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ChapterAdvances in Consumption-Based Asset Pricing: Empirical Tests

Sydney C. Ludvigson2013

Chapter2013

Advances in Consumption-Based Asset Pricing: Empirical Tests

Sydney C. Ludvigson

107 citations·0/0 files stored·Handbook of the economics of finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 2012The Econometrics of Financial Markets 1985The equity premium: A puzzle 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1978Asset Prices in an Exchange Economy

Cited by

2013Asset Pricing Without Garbage 2017The Investment CAPM 2007Investor Information, Long-Run Risk, and the Term Structure of Equity 2023Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors 2012Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence 2014Comparing consumption-based asset pricing models: The case of an Asian city

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2011Advances in Consumption-Based Asset Pricing: Empirical Testsreport · 81 shared references 2005Financial Markets and the Real Economychapter · 45 shared references 2003Chapter 13 Consumption-based asset pricingchapter · 38 shared references 2004Idiosyncratic Consumption Risk and the Cross Section of Asset Returnsarticle · 37 shared references 2009Land of addicts? an empirical investigation of habit‐based asset pricing modelsarticle · 35 shared references 1995Chapter 5 Theory and empirical testing of asset pricing modelschapter · 34 shared references

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Year2013

Typechapter

Published2013-01-01

VenueHandbook of the economics of finance

ISSN-L1574-0102

Languageen

Citations107

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/b978-0-44-459406-8.00012-3

openalex_workW1527542794

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2011

On the Timing and Pricing of Dividends

2011On the Timing and Pricing of Dividends