Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
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References listed on IDEAS
- Abel, Andrew B, 1990.
"Asset Prices under Habit Formation and Catching Up with the Joneses,"
American Economic Review, American Economic Association, vol. 80(2), pages 38-42, May.
- Andrew B. Abel, "undated". "Asset Prices Under Habit Formation and Catching Up With the Jones," Rodney L. White Center for Financial Research Working Papers 1-90, Wharton School Rodney L. White Center for Financial Research.
- Abel, A.B., 1990. "Asset Prices Under Habit Formation And Catching Up With The Joneses," Weiss Center Working Papers 1-90, Wharton School - Weiss Center for International Financial Research.
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Citations
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Cited by:
- Kareen Rozen, 2010.
"Foundations of Intrinsic Habit Formation,"
Econometrica, Econometric Society, vol. 78(4), pages 1341-1373, July.
- Kareen Rozen, 2008. "Foundations of Intrinsic Habit Formation," Cowles Foundation Discussion Papers 1642, Cowles Foundation for Research in Economics, Yale University.
- Rozen, Kareen, 2008. "Foundations of Intrinsic Habit Formation," Working Papers 40, Yale University, Department of Economics.
- Kareen Rozen, 2008. "Foundations of Intrinsic Habit Formation," Cowles Foundation Discussion Papers 1642R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2009.
- Kareen Rozen, 2008. "Foundations of Intrinsic Habit Formation," Levine's Working Paper Archive 122247000000002062, David K. Levine.
- Xiaohong Chen & Demian Pouzo, 2012.
"Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals,"
Econometrica, Econometric Society, vol. 80(1), pages 277-321, January.
- Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2009.
- Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650RR, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
- Belén Nieto & Gonzalo Rubio, 2007. "Measuring time-varying economic fears with consumption-based stochastic discount factors," Economics Working Papers 1029, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2007.
- Chen, Xiaohong & Pouzo, Demian, 2008.
"Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments,"
Working Papers
47, Yale University, Department of Economics.
- Xiaohong Chen & Demian Pouzo, 2008. "Estimation of nonparametric conditional moment models with possibly nonsmooth moments," CeMMAP working papers CWP12/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers 1650, Cowles Foundation for Research in Economics, Yale University, revised Oct 2008.
- Bunzel, Helle, 2006.
"Habit persistence, money, and overlapping generations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2425-2445, December.
- Bunzel, Helle, 2006. "Habit Persistence, Money, and Overlapping Generations," Staff General Research Papers Archive 12405, Iowa State University, Department of Economics.
- Edward R. Lawrence & John Geppert & Arun J. Prakash, 2009. "An Empirical Investigation of the Campbell-Cochrane Habit Utility Model," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5-6), pages 774-791.
- Stuart Hyde & Mohamed Sherif, 2005. "Consumption Asset Pricing Models: Evidence From The Uk," Manchester School, University of Manchester, vol. 73(3), pages 343-363, June.
- repec:ehu:dfaeii:6740 is not listed on IDEAS
- Aase, Knut K. & Lillestøl, Jostein, 2015. "Beyond the local mean-variance analysis in continuous time: The problem of non-normality," Discussion Papers 2015/11, Norwegian School of Economics, Department of Business and Management Science.
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JEL classification:
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2004-06-07 (Finance)
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