Consumption Volatility Risk
Author:
Publisher
Elsevier BV
Reference19 articles.
1. Stock returns and volatility: Pricing the short-run and long-run components of market risk;Tobias Adrian;Journal of Finance,2008
2. The cross-section of volatility and expected returns;Andrew Ang;Journal of Finance,2006
3. Using Individual Stocks or Portfolios in Tests of Factor Models
4. Testing heterogeneous-agent models: an alternative aggregation approach;Pierluigi Balduzzi;Journal of Monetary Economics,2007
5. Consumption, dividends, and the cross section of equity returns;Ravi Bansal;Journal of Finance,2005
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Technological Growth and Asset Pricing;The Journal of Finance;2012-07-19
2. Asset Prices and the Heterogeneous Impact of News;SSRN Electronic Journal;2011
3. Consumption Risk and the Cross-Section of Government Bond Returns;SSRN Electronic Journal;2011
4. Time-Change Risks and the Aggregate Stock Market Behavior;SSRN Electronic Journal;2010
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