An Adjustment Cost Model of Asset Pricing
From MaRDI portal
Recommendations
- Asset returns and business cycles in models with investment adjustment costs
- Adjustment costs in mean-variance efficiency analysis
- Capital adjustment costs and firm risk aversion
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- An Intertemporal Capital Asset Pricing Model
Cited in
(14)- Aggregate investment in a business cycle model with adjustment costs
- Nonshiftable capital, affine price expectations and convergence to the golden rule.
- A further empirical investigation of the dividend adjustment process
- Capital adjustment costs and firm risk aversion
- Asset returns and business cycles in models with investment adjustment costs
- Structural estimation of stock market participation costs
- scientific article; zbMATH DE number 4207175 (Why is no real title available?)
- A dynamic net present value rule in a financial adjustment cost model
- Inflation, human capital and Tobin's q
- Adjustment costs in mean-variance efficiency analysis
- scientific article; zbMATH DE number 6178852 (Why is no real title available?)
- Real business cycles, animal spirits, and stock market valuation
- Dynamic adjustment cost models with forward‐looking behaviour
- On user costs of risky monetary assets
This page was built for publication: An Adjustment Cost Model of Asset Pricing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3470208)