Stock Price Dynamics of China: What Do the Asset Markets Tell Us About the Chinese Utility Function?
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Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 276-292, August.
- Yongheng Deng & Eric Girardin & Roselyne Joyeux & Shuping Shi, 2017. "Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?," Post-Print hal-01682809, HAL.
- Chen, Qi-An & Li, Huashi & Lin, Jianyi & Yan, Youliang, 2023. "Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
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Keywords
collateral constraint; habit formation; housing-augmented consumption-based asset pricing; labor income and home production; recursive utility; stock returns;All these keywords.
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