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ArticleAsset Pricing Without Garbage

Tim Alexander Kroencke2013

OA

Articlegreen2013

Asset Pricing Without Garbage

Tim Alexander Kroencke

106 citations·0/0 files stored·The Journal 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 1973Risk, Return, and Equilibrium: Empirical Tests 2014A five-factor asset pricing model 1996Multifactor Explanations of Asset Pricing Anomalies 1985The equity premium: A puzzle 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1978Asset Prices in an Exchange Economy 1997The Econometrics of Financial Markets

Cited by

2019Robust Inference for Consumption‐Based Asset Pricing 2019Capital Share Risk in U.S. Asset Pricing 2023Business-cycle consumption risk and asset prices 2022Long‐Run Risk: Is It There?2019Macroeconomic Tail Risks and Asset Prices 2021The level, slope, and curve factor model for stocks 2023A One-Factor Model of Corporate Bond Premia

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2013Advances in Consumption-Based Asset Pricing: Empirical Testschapter · 30 shared references 2005Financial Markets and the Real Economychapter · 23 shared references 2011Advances in Consumption-Based Asset Pricing: Empirical Testsreport · 21 shared references 2020Asset pricing implications of money: New evidencearticle · 21 shared references 2013Consumption Volatility Riskarticle · 20 shared references 2014Interest Rate Risk and the Cross Section of Stock Returnsarticle · 20 shared references

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Year2013

Typearticle

Published2013-01-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations106

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/jofi.12438

openalex_workW3122867789

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