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• Jonathan A. Parker

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Article provided by Economic Studies Program, The Brookings Institution in its journal Brookings Papers on Economic Activity.

Volume (Year): 32 (2001)
Issue (Month): 2001-2 ()
Pages: 279-348
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Handle: RePEc:bin:bpeajo:v:32:y:2001:i:2001-2:p:279-348

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Keywords: macroeconomics; Consumption Risk; Stock Market;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Francisco Gomes & Alexander Michaelides, 2003. "Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 729-766, October. [Downloadable!] (restricted)
   Other versions:
   • Gomes, Francisco J & Michaelides, Alexander, 2003. "Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk," CEPR Discussion Papers 3868, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2006. "The Effect of Dividends on Consumption," NBER Working Papers 12288, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Malcolm Baker & Stefan Nagel & Jeffrey Wurgler, 2007. "The Effect of Dividends on Consumption," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 38(2007-1), pages 231-292. [Downloadable!]
3. Yulei Luo, 2006. "Rational Inattention, Portfolio Choice, and the Equity Premium," Computing in Economics and Finance 2006 56, Society for Computational Economics. [Downloadable!]
4. Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson, 2007. "Investor Information, Long-Run Risk, and the Duration of Risky Cash-Flows," NBER Working Papers 12912, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
5. Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2007. "Are Economists More Likely to Hold Stocks?," CREATES Research Papers 2007-08, School of Economics and Management, University of Aarhus. [Downloadable!]
   Other versions:
   • Charlotte Christiansen & Juanna Schröter Joensen & Jesper Rangvid, 2007. "Are Economists More Likely to Hold Stocks?," Review of Finance, Oxford University Press for European Finance Association, vol. 12(3), pages 465-496. [Downloadable!] (restricted)
6. Kyri Kyriacou & Jacob Madsen & Bryan Mase, 2004. "The Equity Premium," Economics and Finance Discussion Papers 04-10, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
   Other versions:
   • Kyri Kyriacou & Jacob Madsen & Bryan Mase, 2004. "The Equity Premium," Public Policy Discussion Papers 04-10, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
7. Jonathan A. Parker, 2003. "Consumption Risk and Expected Stock Returns," NBER Working Papers 9548, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Jonathan A. Parker, 2003. "Consumption Risk And Expected Stock Returns," Working Papers 144, Princeton University, Woodrow Wilson School of Public and International Affairs, Discussion Papers in Economics.. [Downloadable!]
   • Jonathan A. Parker, 2003. "Consumption Risk and Expected Stock Returns," American Economic Review, American Economic Association, vol. 93(2), pages 376-382, May. [Downloadable!]

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This page was last updated on 2009-11-8.