A Rehabilitation of Stochastic Discount Factor Methodology
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Smith, Peter & Wickens, Michael, 2002.
" Asset Pricing with Observable Stochastic Discount Factors,"
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Wiley Blackwell, vol. 16(3), pages 397-446, July.
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- Chen, Jiaqi & Sherif, Mohamed, 2016. "Illiquidity premium and expected stock returns in the UK: A new approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 52-66.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-10-16 (All new papers)
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