1. Asset prices under habit formation and catching up with the Joneses;Abel;American Economic Review,1990
2. Stock returns and volatility;Adrian;Journal of Finance,2008
3. Ai, H., Kiku, D., 2012. Volatility risks and growth options. Unpublished working paper. University of Minnesota and University of Illinois at Urbana-Champaign.
4. Downside risk;Ang;Review of Financial Studies,2006
5. Backus, D., Routledge, B., Zin, S., 2010. The cyclical component of US asset returns. Unpublished Working Paper. New York University and Carnegie Mellon University.