Asset pricing with a reference level of consumption new evidence from the cross-section of stock returns.

Asset pricing with a reference level of consumption new evidence from the cross-section of stock returns.

Bibliographic Details
Published in:Review of financial economics V. 18, 1-3 (2009).
Main Author: Grammig, Joachim
Format: Article
Language:English
Subjects:
CAPM.
Consumption.
Human capital.
Comparative analysis.
Rates of return.