Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models

SSRN Electronic Journal ◽

10.2139/ssrn.470862 ◽

2003 ◽

Cited By ~ 7

Author(s):

Xiaohong Chen ◽

Sydney C. Ludvigson

Keyword(s):

Asset Pricing ◽

Empirical Investigation ◽

Pricing Models ◽

Asset Pricing Models

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An empirical investigation of asset pricing models under divergent lending and borrowing rates

Financial Markets and Portfolio Management ◽

10.1007/s11408-014-0233-1 ◽

2014 ◽

Vol 28 (3) ◽

pp. 263-279 ◽

Cited By ~ 1

Author(s):

Yacine Hammami

Keyword(s):

Asset Pricing ◽

Empirical Investigation ◽

Pricing Models ◽

Asset Pricing Models

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An Empirical Investigation of Consumption-Based Asset Pricing Models With Stochastic Habit Formation

SSRN Electronic Journal ◽

10.2139/ssrn.2081961 ◽

2011 ◽

Author(s):

Olesya V. Grishchenko ◽

Qiang Dai

Keyword(s):

Asset Pricing ◽

Empirical Investigation ◽

Habit Formation ◽

Pricing Models ◽

Asset Pricing Models

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An empirical investigation of asset pricing models using Japanese stock market data

Journal of International Money and Finance ◽

10.1016/s0261-5606(96)00049-6 ◽

1997 ◽

Vol 16 (1) ◽

pp. 81-112 ◽

Cited By ~ 7

Author(s):

Gurdip S. Bakshi ◽

Atsuyuki Naka

Keyword(s):

Asset Pricing ◽

Stock Market ◽

Empirical Investigation ◽

Pricing Models ◽

Market Data ◽

Asset Pricing Models ◽

Japanese Stock Market

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An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation

SSRN Electronic Journal ◽

10.2139/ssrn.869405 ◽

2010 ◽

Author(s):

Qiang Dai ◽

Olesya V. Grishchenko

Keyword(s):

Asset Pricing ◽

Empirical Investigation ◽

Habit Formation ◽

Pricing Models ◽

Asset Pricing Models

Download Full-text