Business & Economics Books:

Essays on Consumption and Expected Returns

Format

Paperback

Customer rating

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Share this product

Essays on Consumption and Expected Returns by Motohiro Yogo
$188.99
In stock with supplier

The item is brand new and in-stock in with one of our preferred suppliers. The item will ship from the Mighty Ape warehouse within the timeframe shown below.

Usually ships within 2-3 weeks

Availability

Delivering to:

Estimated arrival:

  • Around 26-29 June using standard courier delivery

Description

This thesis 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."
Release date NZ
July 30th, 2008
Author
Country of Publication
Germany
Illustrations
black & white illustrations
Imprint
VDM Verlag Dr. Mueller E.K.
Dimensions
152x229x9
ISBN-13
9783639068566
Product ID
2657339

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

  • If you think we've made a mistake or omitted details, please send us your feedback. Send Feedback
  • If you have a question or problem with this product, visit our Help section. Get Help
  • Seen a lower price for this product elsewhere? We'll do our best to beat it. Request a better price
Filed under...

Buy this and earn 847 Banana Points