Asset pricing with disequilibrium price adjustment: theory and empirical evidence (Q5746757): Difference between revisions

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+https://doi.org/10.1080/14697688.2011.572901
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+W2142411857
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@@ Property / cites work @@
+An intertemporal asset pricing model with stochastic consumption and investment opportunities
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+An Intertemporal General Equilibrium Model of Asset Prices
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+Common risk factors in the returns on stocks and bonds
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+A further empirical investigation of the dividend adjustment process
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+Maximum Likelihood Methods for Models of Markets in Disequilibrium
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+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
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