NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

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NBER Working Papers and Publications

August 2017What Information Drives Asset Prices?
with George M. Constantinides: w23689
November 2014Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes
with George M. Constantinides: w20678
May 2014Asset Pricing with Countercyclical Household Consumption Risk
with George M. Constantinides: w20110
July 2010The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
with George M. Constantinides: w16183
December 2008Asset Pricing Tests with Long Run Risks in Consumption Growth
with George M. Constantinides: w14543

Published: Rev Asset Pric Stud (2011) 1 (1): 96-136. doi: 10.1093/rapstu/rar004 First published online: October 17, 2011

 
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