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

  • Li Gu
  • Dayong Huang
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    File URL: http://hdl.handle.net/10.1111/10.1111/j.1475-6803.2013.12005.x
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    Article provided by Southern Finance Association & Southwestern Finance Association in its journal Journal of Financial Research.

    Volume (Year): 36 (2013)
    Issue (Month): 1 (01)
    Pages: 115-146

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    Handle: RePEc:bla:jfnres:v:36:y:2013:i:1:p:115-146
    Contact details of provider: Web page: http://www.blackwellpublishing.com/journal.asp?ref=0270-2592

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    25. De Bondt, Werner F M & Thaler, Richard, 1985. " Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July.
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    27. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, 09.
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