What information drives asset prices?

von Ghosh, Anisha
Veröffentlicht 2017

Asset pricing tests with long-run risks in consumption growth

von Kōnstantinidēs, Giōrgos
Veröffentlicht in Review of asset pricing studies (2011)

Asset pricing with countercyclical household consumption risk

von Kōnstantinidēs, Giōrgos
Veröffentlicht 2014

Asset pricing with countercyclical household consumption risk

von Kōnstantinidēs, Giōrgos
Veröffentlicht in The journal of finance (2017)

Can rare events explain the equity premium puzzle?

von Julliard, Christian
Veröffentlicht in The review of financial studies (2012)

Can rare events explain the equity premium puzzle?

von Ghosh, Anisha
Veröffentlicht 2012

Asset pricing tests with long run risks in consumption growth

von Kōnstantinidēs, Giōrgos
Veröffentlicht 2008

Estimation with mixed data frequencies : a bias-correction approach

von Ghosh, Anisha
Veröffentlicht in Journal of empirical finance (2023)

Prices, consumption, and dividends over the business cycle : a tale of two regimes

von Ghosh, Anisha
Veröffentlicht 2014

The predictability of returns with regime shifts in consumption and dividend growth

von Ghosh, Anisha
Veröffentlicht 2010

What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models

von Ghosh, Anisha
Veröffentlicht in The review of financial studies (2017)