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Intertemporal asset pricing models and the cross section of expected stock returns

Author

Listed:
  • Gikas A. Hardouvelis
  • Dongcheol Kim
  • Thierry A. Wizman

Abstract

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Suggested Citation

  • Gikas A. Hardouvelis & Dongcheol Kim & Thierry A. Wizman, 1992. "Intertemporal asset pricing models and the cross section of expected stock returns," Research Paper 9218, Federal Reserve Bank of New York.
    • Handle: RePEc:fip:fednrp:9218
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    Cited by:

    1. Campbell, John Y, 1996. "Understanding Risk and Return," Journal of Political Economy, University of Chicago Press, vol. 104(2), pages 298-345, April.
    2. Taisei Kaizoji & Michiko Miyano, 2016. "Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals," Papers 1607.03205, arXiv.org.

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    Keywords

    Consumption (Economics); Stock - Prices;

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