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Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns

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  • Kris Jacobs
  • Kevin Q. Wang

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  • Kris Jacobs & Kevin Q. Wang, 2002. "Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns," CIRANO Working Papers 2002s-11, CIRANO.
    • Handle: RePEc:cir:cirwor:2002s-11
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    More about this item

    Keywords

    cross-sectional asset pricing; consumption-based model; idiosyncratic consumption risk; incomplete markets; measurement error; évaluation d'actifs transversale; modèle basé sur la consommation; risque de consommation idiosyncratique; marchés incomplets; erreur de mesure;
    All these keywords.

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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