On the Invariance of the Rate of Return to Convex Adjustment Costs-Reference-Cited by-同舟云学术

On the Invariance of the Rate of Return to Convex Adjustment Costs

Published:2002-07 Issue:3 Volume:5 Page:586-601
ISSN:1094-2025
Container-title:Review of Economic Dynamics
language:en
Short-container-title:Review of Economic Dynamics

Author:

Abel Andrew B.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference14 articles.

1. Abel, A. B. 2000, The Effects of a Baby Boom on Stock Prices and Capital Accumulation in the Presence of Social Security, mimeo, Wharton School of the University of Pennsylvania.

2. An Intertemporal Model of Saving and Investment;Abel;Econometrica,1983

3. An Adjustment Cost Model of Asset Pricing;Basu;International Economic Review,1987

4. Explaining Saving–Investment Correlations;Baxter;American Economic Review,1993

5. Household Production and the Excess Sensitivity of Consumption to Current Income;Baxter;American Economic Review,1999

Cited by 7 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. Pursuing the wrong options? Adjustment costs and the relationship between uncertainty and capital accumulation;Economics Letters;2011-06

2. Asset pricing in a production economy with Chew–Dekel preferences;Review of Economic Dynamics;2010-04

3. What kind of shock was it? Regional integration and structural change in Germany after unification;Journal of Comparative Economics;2008-12

4. Asset Pricing in a Production Economy with Chew-Dekel Preferences;SSRN Electronic Journal;2007

5. Asset Pricing in a General Equilibrium Production Economy With Chew-Dekel Risk Preferences;SSRN Electronic Journal;2007