Long‐Run Stockholder Consumption Risk and Asset Returns
Top Cited Papers
- 25 November 2009
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 64 (6) , 2427-2479
- https://doi.org/10.1111/j.1540-6261.2009.01507.x
Abstract
No abstract availableKeywords
This publication has 55 references indexed in Scilit:
- Asset Pricing with Limited Risk Sharing and Heterogeneous AgentsThe Review of Financial Studies, 2007
- Do Stockholders Share Risk More Effectively than Nonstockholders?The Review of Economics and Statistics, 2007
- Consumption Risk and the Cross Section of Expected ReturnsJournal of Political Economy, 2005
- Asset Holding and Consumption VolatilityJournal of Political Economy, 2002
- The Consumption Risk of the Stock MarketBrookings Papers on Economic Activity, 2001
- Multifactor Explanations of Asset Pricing AnomaliesThe Journal of Finance, 1996
- The Cross‐Section of Expected Stock ReturnsThe Journal of Finance, 1992
- On the Estimation of Beta-Pricing ModelsThe Review of Financial Studies, 1992
- The equity premium and the concentration of aggregate shocksJournal of Financial Economics, 1986
- Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset ReturnsJournal of Political Economy, 1983