Advances in Consumption-Based Asset Pricing: Empirical Tests

doi 10.3386/w16810
Full Text
Abstract

Available in full text

Date
Authors
Publisher

National Bureau of Economic Research

Related search

Consumption-Based Asset Pricing Models (Theory)

English

Consumption-Based Asset Pricing With Higher Cumulants

SSRN Electronic Journal
2007English

Essays on Empirical Asset Pricing

English

High-Order Consumption Moments and Asset Pricing

SSRN Electronic Journal
2007English

Agency-Based Asset Pricing

SSRN Electronic Journal
2008English

Empirical Asset Pricing—Saudi Stylized Facts and Evidence

Economics World
2016English

Empirical Tests of Asset Pricing Models With Individual Assets: Resolving the Errors-In-Variables Bias in Risk Premium Estimation

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2019English

From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence From Model-Based Priors

Finance and Economics Discussion Series
2016English

Assessing Misspecified Asset Pricing Models With Empirical Likelihood Estimators

SSRN Electronic Journal
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy