Asset Pricing in Japan
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Volume (Year): 12 (1998)
Issue (Month): 2 (June)
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- Lars Peter Hansen & Ravi Jagannathan, 1990.
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- R. Mehra & E. Prescott, 2010.
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1401, David K. Levine.
- Constantinides, George M & Duffie, Darrell, 1996.
"Asset Pricing with Heterogeneous Consumers,"
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- LeRoy, Stephen F, 1989. "Efficient Capital Markets and Martingales," Journal of Economic Literature, American Economic Association, vol. 27(4), pages 1583-1621, December.
- Matthew D. Shapiro & N. Gregory Mankiw, 1985.
"Risk and Return: Consumption Beta Versus Market Beta,"
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738, Cowles Foundation for Research in Economics, Yale University.
- Mankiw, N Gregory & Shapiro, Matthew D, 1986. "Risk and Return: Consumption Beta versus Market Beta," The Review of Economics and Statistics, MIT Press, vol. 68(3), pages 452-59, August.
- Singleton, Kenneth J., 1990. "Specification and estimation of intertemporal asset pricing models," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 12, pages 583-626 Elsevier.
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