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OverviewFull Product DetailsAuthor: John H. CochranePublisher: Edward Elgar Publishing Ltd Imprint: Edward Elgar Publishing Ltd Volume: 18 Dimensions: Width: 16.90cm , Height: 5.80cm , Length: 24.40cm Weight: 1.378kg ISBN: 9781843761921ISBN 10: 1843761920 Pages: 720 Publication Date: 27 January 2006 Audience: College/higher education , Professional and scholarly , Postgraduate, Research & Scholarly , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: In Print  This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsContents: Acknowledgements Introduction John H. Cochrane PART I FACTS: TIME-VARIATION AND BUSINESS CYCLE CORRELATION OF RETURNS 1. John H. Cochrane (1999), 'New Facts in Finance' 2. Eugene F. Fama and Kenneth R. French (1989), 'Business Conditions and Expected Returns on Stocks and Bonds' 3. Martin Lettau and Sydney Ludvigson (2001), 'Consumption, Aggregate Wealth, and Expected Stock Returns' 4. Eugene F. Fama and Kenneth R. French (1996), 'Multifactor Explanations of Asset Pricing Anomalies' 5. Jimmy Liew and Maria Vassalou (2000), 'Can Book-to-Market, Size and Momentum be Risk Factors that Predict Economic Growth?' PART II EQUITY PREMIUM 6. Rajnish Mehra and Edward C. Prescott (1985), 'The Equity Premium: A Puzzle' 7. John H. Cochrane and Lars Peter Hansen (1992), 'Asset Pricing Explorations for Macroeconomics' PART III CONSUMPTION MODELS 8. Lars Peter Hansen and Kenneth J. Singleton (1982), 'Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models' 9. Lars Peter Hansen and Kenneth J. Singleton (1984), 'Errata' 10. Martin Lettau and Sydney Ludvigson (2001), 'Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying' 11. John Y. Campbell and John H. Cochrane (1999), 'By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior' PART IV PRODUCTION, INVESTMENT AND GENERAL EQUILIBRIUM MODELS 12. John H. Cochrane (1991), 'Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations' 13. John H. Cochrane (1996), 'A Cross-Sectional Test of an Investment-Based Asset Pricing Model' 14. Urban J. Jermann (1998), 'Asset Pricing in Production Economies' 15. Michele Boldrin, Lawrence J. Christiano and Jonas D.M. Fisher (2001), 'Habit Persistence, Asset Returns, and the Business Cycle' 16. Lior Menzly, Tano Santos and Pietro Veronesi (2004), 'Understanding Predictability' 17. Thomas D. Tallarini Jr. (2000), 'Risk-Sensitive Real Business Cycles' 18. Robert E. Hall (2001), 'The Stock Market and Capital Accumulation' PART V LABOR INCOME AND IDIOSYNCRATIC RISK 19. John Y. Campbell (1996), 'Understanding Risk and Return' 20. George M. Constantinides and Darrell Duffie (1996), 'Asset Pricing with Heterogeneous Consumers' 21. Alon Brav, George M. Constantinides and Christopher C. Geczy (2002), 'Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence' Name IndexReviewsAuthor InformationEdited by John H. Cochrane, Myron S. Scholes Professor of Finance, University of Chicago Graduate School of Business, US Tab Content 6Author Website:Countries AvailableAll regions |
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