Asset Pricing at the Millennium
Top Cited Papers
- 1 August 2000
- journal article
- research article
- Published by Wiley in The Journal of Finance
- Vol. 55 (4) , 1515-1567
- https://doi.org/10.1111/0022-1082.00260
Abstract
No abstract availableKeywords
All Related Versions
This publication has 174 references indexed in Scilit:
- Specification Analysis of Affine Term Structure ModelsThe Journal of Finance, 2000
- Investing for the Long Run when Returns Are PredictableThe Journal of Finance, 2000
- Optimal Investment, Growth Options, and Security ReturnsThe Journal of Finance, 1999
- Modeling the conditional distribution of interest rates as a regime-switching processPublished by Elsevier ,1999
- The Role of Learning in Dynamic Portfolio Decisions *European Finance Review, 1998
- Earnings and Expected ReturnsThe Journal of Finance, 1998
- Transaction Costs and Asset Prices: A Dynamic Equilibrium modelThe Review of Financial Studies, 1998
- Drawing inferences from statistics based on multiyear asset returnsJournal of Financial Economics, 1989
- Consumption, asset markets and macroeconomic fluctuationsCarnegie-Rochester Conference Series on Public Policy, 1982
- On the exclusion of assets from tests of the two-parameter model: A sensitivity analysisJournal of Financial Economics, 1982