Asset pricing in a production economy with Chew–Dekel preferences

Author:

Campanale Claudio,Castro Rui,Clementi Gian Luca

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference56 articles.

1. On the invariance of the rate of return to convex adjustment costs;Abel;Review of Economic Dynamics,2002

2. Abel, A., Eberly, J., 2002, Investment and q with fixed costs: An empirical analysis. Working paper, University of Pennsylvania

3. Exotic preferences for macroeconomists;Backus,2004

4. Risks for the long run: A potential resolution of asset pricing puzzles;Bansal;Journal of Finance,2004

5. Nonlinear response of firm investment to q: Testing a model of convex and non-convex adjustment costs;Barnett;Journal of Monetary Economics,1998

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