Essays on Consumption and Expected Returns
(Sprache: Englisch)
Revision with unchanged content. This book consists of three essays on the relationship between consumption, the business cycle, and expected returns on financial assets. The first essay is "A Consumption-Based Explanation of Expected Stock Returns". A...
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Revision with unchanged content. This book consists of three essays on the relationship between consumption, the business cycle, and expected returns on financial assets. The first essay is "A Consumption-Based Explanation of Expected Stock Returns". A revised version of the essay was published in The Journal of Finance 61:2 (April 2006), pp. 539-580. The second essay is "Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak". The essay was published in The Review of Economics and Statistics 86:3 (August 2004), pp. 797-810. The third essay is "Efficient Tests of Stock Return Predictability", coauthored by John Y. Campbell. A revised version of the essay was published in the Journal of Financial Economics 81:1 (July 2006), pp. 27-60. The thesis was awarded the 2005 Zellner Thesis Award in Business and Economic Statistics by the American Statistical Association.
Bibliographische Angaben
- Autor: Motohiro Yogo
- 2017, 164 Seiten, Maße: 22 cm, Kartoniert (TB), Englisch
- Verlag: AV Akademikerverlag
- ISBN-10: 6202204680
- ISBN-13: 9786202204682
Sprache:
Englisch
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