Habit, Long-Run Risks, Prospect? A Statistical Inquiry
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/jfec/article-pdf/9/4/589/2744838/nbq034.pdf
Reference11 articles.
1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
2. Rational Pessimism, Rational Exuberance, and Asset Pricing Models
3. Prospect Theory and Asset Prices
4. By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
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