Asset pricing with disequilibrium price adjustment: theory and empirical evidence (Q5746757): Difference between revisions
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Property / cites work: An intertemporal asset pricing model with stochastic consumption and investment opportunities / rank | |||
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Property / cites work: An Intertemporal General Equilibrium Model of Asset Prices / rank | |||
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Property / cites work: Common risk factors in the returns on stocks and bonds / rank | |||
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Property / cites work: A further empirical investigation of the dividend adjustment process / rank | |||
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Property / cites work: Maximum Likelihood Methods for Models of Markets in Disequilibrium / rank | |||
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Property / cites work: An Intertemporal Capital Asset Pricing Model / rank | |||
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Latest revision as of 08:54, 7 July 2024
scientific article; zbMATH DE number 6256471
Language | Label | Description | Also known as |
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English | Asset pricing with disequilibrium price adjustment: theory and empirical evidence |
scientific article; zbMATH DE number 6256471 |
Statements
Asset pricing with disequilibrium price adjustment: theory and empirical evidence (English)
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8 February 2014
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CAPM
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dynamic CAPM
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disequilibrium
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price adjustment
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dividends
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two-stage least square
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