Asset pricing with concentrated ownership of capital
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- Kevin J. Lansing, 2011. "Asset pricing with concentrated ownership of capital," Working Paper Series 2011-07, Federal Reserve Bank of San Francisco.
References listed on IDEAS
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Cited by:
- Lansing, Kevin J., 2012. "Speculative growth, overreaction, and the welfare cost of technology-driven bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 461-483.
- Lorenzo Menna & Patrizio Tirelli, 2021.
"Risk Premiums, Nominal Rigidities, and Limited Asset Market Participation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1899-1921, October.
- Lorenzo Menna & Patrizio Tirelli, 2018. "Risk Premiums, Nominal Rigidities and Limited Asset Market Participation," Working Papers 388, University of Milano-Bicocca, Department of Economics, revised 25 Oct 2018.
- Furlanetto, Francesco & Seneca, Martin, 2014.
"New Perspectives On Depreciation Shocks As A Source Of Business Cycle Fluctuations,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(6), pages 1209-1233, September.
- Fransesco Furlanetto & Martin Seneca, 2010. "New Perspectives on Depreciation Shocks as a Source of Business Cycle Fluctuations," Economics wp48, Department of Economics, Central bank of Iceland.
- Francesco Furlanetto & Martin Seneca, 2011. "New perspectives on depreciation shocks as a source of business cycle fluctuations," Working Paper 2011/02, Norges Bank.
- Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson, 2014.
"Origins of Stock Market Fluctuations,"
NBER Working Papers
19818, National Bureau of Economic Research, Inc.
- Sydney Ludvigson & Martin Lettau & Daniel Greenwald, 2014. "The Origins of Stock Market Fluctuations," 2014 Meeting Papers 542, Society for Economic Dynamics.
- Lettau, Martin & Ludvigson, Sydney & Greenwald, Dan, 2015. "Origins of Stock Market Fluctuations," CEPR Discussion Papers 10336, C.E.P.R. Discussion Papers.
- Economides, George & Philippopoulos, Apostolis & Sakkas, Stelios, 2017.
"Tuition fees: User prices and private incentives,"
European Journal of Political Economy, Elsevier, vol. 48(C), pages 91-103.
- George Economides & Apostolis Philippopoulos & Stelios Sakkas, 2016. "Tuition Fees, as User Prices, and Private Incentives," CESifo Working Paper Series 5991, CESifo.
- Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson, 2019.
"How the Wealth Was Won: Factor Shares as Market Fundamentals,"
NBER Working Papers
25769, National Bureau of Economic Research, Inc.
- Lettau, Martin & Ludvigson, Sydney & Greenwald, Dan, 2019. "How the Wealth Was Won: Factor Shares as Market Fundamentals," CEPR Discussion Papers 14200, C.E.P.R. Discussion Papers.
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More about this item
Keywords
Asset pricing; Equity premium; Term premium; Investment shocks; Real business cycles; Wealth inequality;All these keywords.
JEL classification:
- E25 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Aggregate Factor Income Distribution
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2012-01-03 (Dynamic General Equilibrium)
- NEP-MAC-2012-01-03 (Macroeconomics)
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