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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Essays on Consumption and Expected Returns

Essays on Consumption and Expected Returns

Yogo, Motohiro

Paperback

Investing & Finance

ISBN10: 3639068564
ISBN13: 9783639068566
Publisher: Blues Kids Of Amer
Published: Jul 30 2008
Pages: 164
Weight: 0.50
Height: 0.35 Width: 6.00 Depth: 9.00
Language: English
This thesis consists of three essays on the relationship between con-sumption, the business cycle, and expected returns on financial assets. The first essay is A Consumption-Based Explanation of Expected Stock Returns. A revised version of the essay was published in The Journal of Finance 61:2 (April 2006), pp. 539-580. The second essay is Esti-mating the Elasticity of Intertemporal Substitution When Instruments Are Weak. The essay was published in The Review of Economics and Statistics 86:3 (August 2004), pp. 797-810. The third essay is Efficient Tests of Stock Return Predictability, coauthored by John Y. Campbell. A revised version of the essay was published in the Journal of Financial Economics 81:1 (July 2006), pp. 27-60. The thesis was awarded the 2005 Zellner Thesis Award in Business and Economic Statistics by the American Statistical Association.

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