Asset returns and intertemporal preferences
Open Access
- 1 February 1991
- journal article
- Published by Elsevier in Journal of Monetary Economics
- Vol. 27 (1) , 39-71
- https://doi.org/10.1016/0304-3932(91)90004-8
Abstract
No abstract availableKeywords
This publication has 29 references indexed in Scilit:
- Asset returns and inflationPublished by Elsevier ,2002
- Mean reversion in stock prices: Evidence and ImplicationsPublished by Elsevier ,2002
- Dividend yields and expected stock returnsPublished by Elsevier ,2002
- Disentangling the Coefficient of Relative Risk Aversion from the Elasticity of Intertemporal Substitution: An Irrelevance ResultThe Journal of Finance, 1990
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business CycleEconometrica, 1989
- A Comparison of Annual Common Stock Returns: 1871-1925 with 1926-85The Journal of Business, 1987
- Does the Stock Market Rationally Reflect Fundamental Values?: DiscussionThe Journal of Finance, 1986
- Variance Bounds in a Simple Model of Asset PricingJournal of Political Economy, 1982
- Risk Aversion and the Dispersion of Asset PricesThe Journal of Business, 1981
- A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" HypothesisEconometrica, 1978