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Investment-Specific Technological Change and Asset Prices

Author

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  • Dimitris Papanikolaou

    (Kellogg School of Management)

Abstract

a manner consistent with the theory, and helps price the value cross section

Suggested Citation

  • Dimitris Papanikolaou, 2008. "Investment-Specific Technological Change and Asset Prices," 2008 Meeting Papers 637, Society for Economic Dynamics.
    • Handle: RePEc:red:sed008:637
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    References listed on IDEAS

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    Cited by:

    1. Claudio Campanale & Rui Castro & Gian Luca Clementi, 2010. "Asset Pricing in a Production Economy with Chew-Dekel Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 379-402, April.
    2. Andrea L. Eisfeldt & Dimitris Papanikolaou, 2013. "Organization Capital and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, vol. 68(4), pages 1365-1406, August.
    3. Makarov, Igor & Papanikolaou, D., 2008. "Sources of systematic risk," LSE Research Online Documents on Economics 53906, London School of Economics and Political Science, LSE Library.
    4. Leonid Kogan & Dimitris Papanikolaou, 2010. "Growth Opportunities and Technology Shocks," American Economic Review, American Economic Association, vol. 100(2), pages 532-536, May.
    5. Hsu, Po-Hsuan & Huang, Dayong, 2010. "Technology prospects and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 39-53, January.

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