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Consumption, Money, Intratemporal Substitution, And Cross-Sectional Asset Returns

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  • Li Gu
  • Dayong Huang

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  • Li Gu & Dayong Huang, 2013. "Consumption, Money, Intratemporal Substitution, And Cross-Sectional Asset Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(1), pages 115-146, January.
    • Handle: RePEc:bla:jfnres:v:36:y:2013:i:1:p:115-146
    DOI: 10.1111/j.1475-6803.2013.12005.x
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    Cited by:

    1. Maio, Paulo & Silva, André C., 2020. "Asset pricing implications of money: New evidence," Journal of Banking & Finance, Elsevier, vol. 120(C).
    2. Elminejad, Ali & Havranek, Tomas & Irsova, Zuzana, 2022. "Relative Risk Aversion: A Meta-Analysis," MetaArXiv b8uhe, Center for Open Science.
    3. Kraft, Holger & Weiss, Farina, 2017. "Consumption-Portfolio Choice with Preferences for Cash," SAFE Working Paper Series 181, Leibniz Institute for Financial Research SAFE.
    4. Lioui, Abraham & Tarelli, Andrea, 2019. "Macroeconomic environment, money demand and portfolio choice," European Journal of Operational Research, Elsevier, vol. 274(1), pages 357-374.
    5. Luo, Pengfei & Lu, Ting & Song, DanDan, 2021. "Real options for an entrepreneur with preferences for liquidity," Economics Letters, Elsevier, vol. 204(C).
    6. Kraft, Holger & Weiss, Farina, 2019. "Consumption-portfolio choice with preferences for cash," Journal of Economic Dynamics and Control, Elsevier, vol. 98(C), pages 40-59.

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