SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Internal vs. external habit formation: The relative importance for asset pricing
16 references·6 citing·33 second hop
Internal vs. external habit formation: The relative importance for asset pricing (2010)Internal vs. external habit formation: Th…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)Resurrecting the (C)CAPM: A C…Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Habit Formation in Consumption and Its Implications for Monetary-Policy Models (2000)Habit Formation in Consumptio…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Asset Pricing with Heterogeneous Consumers (1996)Asset Pricing with Heterogene…Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …Implications of Security Market Data for Models of Dynamic Economies (1991)Implications of Security Mark…Implications of Security Market Data for Models of Dynamic Economies (1990)Implications of Security Mark…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Consumption Habits and Humps (2017)Consumption Habits and HumpsThree essays on risk and insurance (2016)Three essays on risk and insu…HABIT PERSISTENCE AND INTERNATIONAL COMOVEMENTS (2011)HABIT PERSISTENCE AND INTERNA…Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model (2010)Strategic Interaction among H…Strategic Interaction Among Heterogeneous Price-Setters In An Estimated DSGE Model (2008)Strategic Interaction Among H…Strategic Interaction Among Heterogeneous Price-Setters in an Estimated DSGE Model (2006)Strategic Interaction Among H…Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Asset Pricing (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Expected Stock Returns and Variance Risk Premia (2009)The short of it: Investor sentiment and anomalies (2011)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Business conditions and expected returns on stocks and bonds (1989)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Prospect Theory and Asset Prices (2001)Investor Psychology and Security Market Under‐ and Overreactions (1998)
this work references cited by second hop

References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 2001Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying1,445 cited
  • 1996Asset Pricing with Heterogeneous Consumers1,197 cited
  • 1991Implications of Security Market Data for Models of Dynamic Economies1,182 cited
  • 2000Habit Formation in Consumption and Its Implications for Monetary-Policy Models

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,148 cited
  • 1990Implications of Security Market Data for Models of Dynamic Economies1,088 cited
  • Cited by

    • 2017Consumption Habits and Humps37 cited
    • 2010Strategic Interaction among Heterogeneous Price-Setters in an Estimated DSGE Model28 cited
    • 2008Strategic Interaction Among Heterogeneous Price-Setters In An Estimated DSGE Model11 cited
    • 2011HABIT PERSISTENCE AND INTERNATIONAL COMOVEMENTS10 cited
    • 2006Strategic Interaction Among Heterogeneous Price-Setters in an Estimated DSGE Model10 cited
    • 2016Three essays on risk and insurance0 cited