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Labor Income and Predictable Stock Returns. (2001). Veronesi, Pietro ; Santos, Tano.
In: NBER Working Papers.
RePEc:nbr:nberwo:8309.

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Cited: 19

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  1. Using the credit spread as an option-risk factor: Size and value effects in CAPM. (2010). Min, Hong-Ghi ; Kim, Bong-Han ; Hwang, Young-Soon ; McDonald, Judith A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2995-3009.

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  2. The Risk-Return Trade-Off in Human Capital Investment. (2006). Nielsen, Helena ; Joensen, Juanna ; Christiansen, Charlotte.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1962.

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  3. The Risk-Return Trade-Off in Human Capital Investment. (2006). Nielsen, Helena ; Joensen, Juanna ; Christiansen, Charlotte.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2006-02.

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  4. Consumption Strikes Back?: Measuring Long-Run Risk. (2005). Li, Nan ; Hansen, Lars ; Heaton, John .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11476.

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  5. The Cross-Section of Currency Risk Premia and US Consumption Growth Risk. (2005). Verdelhan, Adrien ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11104.

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  6. Essays on consumer portfolio choice and credit risk. (2004). Ji, Tingting.
    In: MPRA Paper.
    RePEc:pra:mprapa:3161.

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  7. Conditional Betas. (2004). Veronesi, Pietro ; Santos, Tano.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10413.

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  8. Corporate earnings and the equity premium. (2004). Piazzesi, Monika ; Longstaff, Francis.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:74:y:2004:i:3:p:401-421.

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  9. The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006). (2004). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:303.

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  10. Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance. (2004). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:300.

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  11. Two Trees. (2004). Santa-Clara, Pedro ; Cochrane, John ; Cochrane, John. H., ; Longstaff, Francis A..
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt6mt207w2.

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  12. Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective. (2003). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9959.

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  13. The Price is (Almost) Right. (2003). Polk, Christopher ; Cohen, Randolph B. ; Vuolteenaho, Tuomo .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10131.

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  14. Corporate Earnings and the Equity Premium. (2003). Piazzesi, Monika ; Longstaff, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10054.

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  15. Two Trees: Asset Price Dynamics Induced by Market Clearing. (2003). Santa-Clara, Pedro ; Longstaff, Francis ; Cochrane, John.
    In: Levine's Bibliography.
    RePEc:cla:levrem:666156000000000355.

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  16. Housing Collateral, Consumption Insurance and Risk Premia. (2002). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0211008.

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  17. The Time Series of the Cross Section of Asset Prices. (2002). Menzly, Lior ; Santos, Tano ; Veronesi, Pietro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9217.

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  18. THE CONSUMPTION-WEALTH AND BOOK-TO-MARKET RATIOS IN A DYNAMIC ASSET PRICING CONTEXT. (2002). Nieto, Belen ; Rodriguez-Barrera, Rosa.
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2002-24.

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  19. Corporate Earnings and the Equity Premium. (2002). Longstaff, Francis ; Piazzesi, Monika.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt3qn115m4.

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