Additional information is available for the following registered author(s):

• John H. Cochrane
• John Y. Campbell

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Publisher Info

Paper provided by Federal Reserve Bank of Philadelphia in its series Working Papers with number 94-17.

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Date of creation: 1994
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Handle: RePEc:fip:fedpwp:94-17

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Related research

Keywords: Risk Stock - Prices

Other versions of this item:

• Paper
  • John Y. Campbell & John H. Cochrane, 1995. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," NBER Working Papers 4995, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  • John Y. Campbell & John H. Cochrane, 1994. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," CRSP working papers 412, Center for Research in Security Prices, Graduate School of Business, University of Chicago. [Downloadable!]

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This page was last updated on 2008-7-23.