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An Equilibrium Model with Restricted Stock Market Participation.. (1998). Basak, Suleyman ; Cuoco, Domenico.
In: The Review of Financial Studies.
RePEc:oup:rfinst:v:11:y:1998:i:2:p:309-41.

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  97. Liquid-claim production, risk management, and bank capital structure: Why high leverage is optimal for banks. (2015). Stulz, René ; Deangelo, Harry.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:116:y:2015:i:2:p:219-236.

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  98. Asset pricing with arbitrage activity. (2015). Hugonnier, Julien ; Prieto, Rodolfo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:2:p:411-428.

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  99. A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation. (2015). Ahn, Seryoong ; Choi, Kyoung Jin ; Koo, Hyeng Keun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:55:y:2015:i:c:p:9-22.

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  100. What does financial volatility tell us about macroeconomic fluctuations?. (2015). Yoldas, Emre ; Senyuz, Zeynep ; Chauvet, Marcelle.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:52:y:2015:i:c:p:340-360.

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  101. Household Stockholding Behavior During the Great Financial Crisis. (2015). Zhou, Jie.
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-15.

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  102. Delisting Brazilian Public Companies: Empirical Evidence about Corporate Governance Issues. (2015). Bortolon, Patricia Maria ; da Silva, Annor.
    In: Brazilian Business Review.
    RePEc:bbz:fcpbbr:v:specialissue:y:2015:i:2:p:92-117.

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  103. Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households. (2014). Kabir, M. Humayun ; Shakur, Shamim.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:7:p:495-503.

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  104. Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy. (2014). Lustig, Hanno ; Cole, Harold ; Chien, YiLi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20328.

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  105. Foreign Ownership of U.S. Safe Assets: Good or Bad?. (2014). Van Nieuwerburgh, Stijn ; Ludvigson, Sydney ; Favilukis, Jack.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19917.

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  106. Risk Attitude and Housing Wealth Effect. (2014). Zhao, Daxuan ; Sing, Tien Foo ; Liao, Wen-Chi.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:48:y:2014:i:3:p:467-491.

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  107. Economic Uncertainty, Disagreement, and Credit Markets. (2014). Trojani, Fabio ; Vedolin, Andrea ; Buraschi, Andrea.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:5:p:1281-1296.

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  108. Money Doctors. (2014). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert W..
    In: Scholarly Articles.
    RePEc:hrv:faseco:12965657.

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  109. Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy. (2014). Lustig, Hanno ; Cole, Harold ; Chien, YiLi.
    In: Working Papers.
    RePEc:fip:fedlwp:2014-014.

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  110. Asset pricing with index investing. (2014). Rytchkov, Oleg ; Chabakauri, Georgy.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:60739.

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  111. An empirical examination of the lead–lag relationship between spot and futures markets: Evidence from Thailand. (2014). Reancharoen, Tipprapa ; Judge, Amrit.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:29:y:2014:i:c:p:335-358.

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  112. A dynamic equilibrium model of imperfectly integrated financial markets. (2014). Guibaud, Stéphane ; Coeurdacier, Nicolas ; Bhamra, Harjoat.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:154:y:2014:i:c:p:490-542.

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  113. Foreign Ownership Restriction and Momentum – Evidence from Emerging Markets. (2014). Qin, Yafeng ; Bai, Min.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:14:y:2014:i:2:p:237-261.

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  114. Informational Efficiency under Short Sale Constraints. (2014). Jarrow, Robert ; Larsson, Martin.
    In: Papers.
    RePEc:arx:papers:1401.1851.

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  115. Time‐Varying Risk–Return Trade‐off in the Stock Market. (2013). Yang, Jian ; Wang, Zijun ; Guo, Hui.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:45:y:2013:i:4:p:623-650.

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  116. A Simple Characterization of Dynamic Completeness in Continuous Time. (2013). Diasakos, Theodoros M..
    In: Discussion Paper Series, School of Economics and Finance.
    RePEc:san:wpecon:1312.

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  117. Asset Prices with Heterogeneity in Preferences and Beliefs. (2013). Uppal, Raman ; Bhamra, Harjoat.
    In: 2013 Meeting Papers.
    RePEc:red:sed013:1344.

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  118. Rare event risk and emerging market debt with heterogeneous beliefs. (2013). Gallmeyer, Michael ; Dieckmann, Stephan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:163-187.

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  119. Inequality, stock market participation, and the equity premium. (2013). Favilukis, Jack.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:3:p:740-759.

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  120. Market Liquidity€”Theory and Empirical Evidence *. (2013). Wang, Jiang ; Vayanos, Dimitri.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1289-1361.

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  121. Comparative Statics of Asset Prices: the effect of other assets risk. (2013). Diasakos, Theodoros.
    In: SIRE Discussion Papers.
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  122. A Simple Characterization of Dynamic Completeness in Continuous Time. (2013). Diasakos, Theodoros.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:508.

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  123. Asset Prices with Heterogeneity in Preferences and Beliefs. (2013). Uppal, Raman ; Bhamra, Harjoat.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9459.

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  124. An example of a stochastic equilibrium with incomplete markets. (2012). Itkovi, Gordan.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:16:y:2012:i:2:p:177-206.

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  125. Asset Pricing with Heterogeneous Investors and Portfolio Constraints. (2012). Chabakauri, Georgy.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:636.

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  126. Foreign Ownership of U.S. Safe Assets: Good or Bad?. (2012). Van Nieuwerburgh, Stijn ; Ludvigson, Sydney ; Favilukis, Jack.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:297.

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  127. Market Liquidity -- Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18251.

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  128. What does financial volatility tell us about macroeconomic fluctuations?. (2012). Yoldas, Emre ; Senyuz, Zeynep ; Chauvet, Marcelle.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-09.

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  129. Uncertainty and leveraged Lucas Trees: the cross section of equilibrium volatility risk premia. (2012). Vedolin, Andrea.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:43091.

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  130. Asset pricing with heterogeneous investors and portfolio constraints. (2012). Chabakauri, Georgy.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119046.

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  131. Market liquidity - theory and empirical evidence. (2012). Vayanos, Dimitri ; Wang, Jiang.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119044.

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  132. Aggregate implications of micro asset market segmentation. (2012). Weill, Pierre-Olivier ; Edmond, Chris.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:4:p:319-335.

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  133. Displacement risk and asset returns. (2012). Panageas, Stavros ; Kogan, Leonid ; Garleanu, Nicolae.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:3:p:491-510.

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  134. Do foreigners facilitate information transmission in emerging markets?. (2012). Wirjanto, Tony ; Bae, Kee-Hong ; Tan, Hongping ; Ozoguz, Arzu.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:1:p:209-227.

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  135. Rational asset pricing bubbles and portfolio constraints. (2012). Hugonnier, Julien.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:147:y:2012:i:6:p:2260-2302.

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  136. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

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  137. What drives equity market non-participation?. (2012). Hsu, Jason C..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:23:y:2012:i:1:p:86-114.

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  138. Life-cycle stock market participation in taxable and tax-deferred accounts. (2012). Zhou, Jie.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:11:p:1814-1829.

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  139. Survival and long-run dynamics with heterogeneous beliefs under recursive preferences. (2011). Borovička, Jaroslav ; Borovicka, Jaroslav.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2011-06.

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  140. Investor sentiment and the mean-variance relation. (2011). Yuan, Yu.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:2:p:367-381.

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  141. Price impact and portfolio impact. (2011). Malamud, Semyon ; Cvitanic, Jaksa.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:1:p:201-225.

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  142. Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs. (2010). Shi, Lei.
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  143. Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs. (2010). Shi, Lei.
    In: PhD Thesis.
    RePEc:uts:finphd:2-2010.

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  144. Intermediary Asset Pricing. (2010). He, Zhiguo ; Krishnamurhty, Arvind .
    In: 2010 Meeting Papers.
    RePEc:red:sed010:1327.

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  145. The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium. (2010). Van Nieuwerburgh, Stijn ; Ludvigson, Sydney ; Favilukis, Jack.
    In: NBER Working Papers.
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  146. Optimal retirement benefit guarantees. (2010). Panageas, Stavros.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15805.

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  147. Multigrid Techniques in Economics. (2010). Speight, Adam.
    In: Operations Research.
    RePEc:inm:oropre:v:58:y:2010:i:4-part-2:p:1057-1078.

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  148. Asset pricing with heterogeneous investors and portfolio constraints. (2010). Chabakauri, Georgy.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:43142.

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  149. Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance. (2010). Zhou, Guofu ; Liu, Hong ; Gormley, Todd.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:96:y:2010:i:2:p:331-344.

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  150. The tradeoff between risk sharing and information production in financial markets. (2010). peress, joel.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:1:p:124-155.

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  151. An asset-pricing view of external adjustment. (2010). Rigobon, Roberto ; Pavlova, Anna.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:80:y:2010:i:1:p:144-156.

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  152. Implied volatility and risk aversion in a simple model with uncertain growth. (2010). Lundtofte, Frederik.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:30:y:2010:i:1:p:182-191.

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  153. Implied volatility and risk aversion in a simple model with uncertain growth. (2010). Lundtofte, Frederik.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00109.

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  154. Earnings Inequality and the Equity Premium. (2010). Walentin, Karl.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:10:y:2010:i:1:n:36.

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  155. An example of a stochastic equilibrium with incomplete markets. (2010). Zitkovic, Gordan.
    In: Papers.
    RePEc:arx:papers:0906.0208.

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  156. A Model of Capital and Crises. (2009). KRISHNAMURTHY, ARVIND ; He, Zhiguo.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:85.

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  157. Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium. (2009). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: The Review of Economic Studies.
    RePEc:oup:restud:v:76:y:2009:i:3:p:851-878.

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  158. The Demographics of Innovation and Asset Returns. (2009). Panageas, Stavros ; Kogan, Leonid ; Grleanu, Nicolae.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15457.

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  159. A Parsimonious Macroeconomic Model for Asset Pricing. (2009). Guvenen, Fatih.
    In: NBER Working Papers.
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  160. Endogenous restricted participation in general financial equilibrium. (2009). Gori, Michele ; Carosi, Laura ; Villanacci, Antonio.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:45:y:2009:i:12:p:787-806.

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  161. The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy. (2009). Fernandez, Pablo ; Aguirreamalloa, Javier ; Liechtenstein, Heinrich.
    In: IESE Research Papers.
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  162. Incomplete-Market Equilibria Solved Recursively on an Event Tree. (2009). Dumas, Bernard ; Lyasoff, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7138.

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  163. Can An ‘Estimation Factor’ Help Explain Cross‐Sectional Returns?. (2009). Lundtofte, Frederik.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009:i:5-6:p:705-724.

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  164. Can An Estimation Factor Help Explain Cross-Sectional Returns?. (2009). Lundtofte, Frederik.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009-06:i:5-6:p:705-724.

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  165. Estimation Uncertainty and the Equity Premium*. (2009). yan, hong.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:9:y:2009:i:3:p:243-268.

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  166. The Demographics of Innovation and Asset Returns. (2009). Panagaeas, Stavros ; Garleanu, Nicolae ; Kogan, Leonid.
    In: Working Papers.
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  167. A dynamic equilibrium of imperfectly integrated financial markets. (2008). Guibaud, Stéphane ; Coeurdacier, Nicolas.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g81p80a37.

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  168. A dynamic equilibrium of imperfectly integrated financial markets. (2008). Guibaud, Stephane ; Coeurdacier, Nicolas.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g81p80a37.

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  169. Yooung, Old, Conservative and Bold: The implications of finite lives and heterogeneity for asset prices. (2008). Panageas, Stavros ; Garleanu, Nicolae.
    In: 2008 Meeting Papers.
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  170. Incomplete-Market Equilibria Solved Recursively on an Event Tree. (2008). Dumas, Bernard ; Lyasoff, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14629.

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  171. Credit Crises, Risk Management Systems and Liquidity Modelling. (2008). Milne, Frank.
    In: Working Papers.
    RePEc:jdi:wpaper:1.

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  172. Estimation of the consumption CAPM with imperfect sample separation information. (2008). Semenov, Andrei.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:4:p:333-348.

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  173. A dynamic equilibrium of imperfectly integrated financial markets. (2008). Coeurdacier, Nicolas ; Guibaud, Stephane.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03602487.

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  174. Time-varying risk, interest rates, and exchange rates in general equilibrium. (2008). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Staff Report.
    RePEc:fip:fedmsr:371.

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  175. Multiplicity in general financial equilibrium with portfolio constraints. (2008). Pavlova, Anna ; Basak, Suleyman ; Licari, Juan Manuel.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:142:y:2008:i:1:p:100-127.

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  176. Why do firms go dark? Causes and economic consequences of voluntary SEC deregistrations. (2008). Leuz, Christian ; Wang, Tracy Yue ; Triantis, Alexander .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:45:y:2008:i:2-3:p:181-208.

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  177. Stock exchange competition in a simple model of capital market equilibrium. (2008). von Thadden, Ernst-Ludwig ; Ramos, Sofia.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:11:y:2008:i:3:p:284-307.

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  178. The market for crash risk. (2008). Bates, David S..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:7:p:2291-2321.

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  179. The Role of Portfolio Constraints in the International Propagation of Shocks. (2008). Rigobon, Roberto ; Pavlova, Anna.
    In: CEPR Discussion Papers.
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  180. Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy. (2007). Michaelides, Alexander ; Gomes, Francisco ; Polkovnichenko, Valery.
    In: 2007 Meeting Papers.
    RePEc:red:sed007:191.

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  181. Managerial Overconfidence and Corporate Policies. (2007). Harvey, Campbell ; Ben-David, Itzhak ; Graham, John R..
    In: NBER Working Papers.
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  182. A Multiplier Approach to Understanding the Macro Implications of Household Finance. (2007). Lustig, Hanno ; Cole, Harold ; Chien, YiLi.
    In: NBER Working Papers.
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  183. An Asset-Pricing View of External Adjustment. (2007). Rigobon, Roberto ; Pavlova, Anna.
    In: NBER Working Papers.
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  184. Risk Based Explanations of the Equity Premium. (2007). Mehra, Rajnish ; Donaldson, John.
    In: NBER Working Papers.
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  185. Earnings Inequality and the Equity Premium. (2007). Walentin, Karl.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0215.

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  186. Portfolio choice over the life-cycle when the stock and labor markets are cointegrated. (2007). Benzoni, Luca ; GOLDSTEIN, ROBERT S. ; Collin-Dufresne, Pierre.
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  187. Inequality, stock market participation, and the equity premium. (2007). Favilukis, Jack.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24500.

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  188. Asymmetric stock market volatility and the cyclical behavior of expected returns. (2007). Mele, Antonio.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:86:y:2007:i:2:p:446-478.

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  189. Limited participation and the closed-end fund discount. (2007). Kim, Youngsoo ; Lee, Bong Soo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:2:p:381-399.

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  190. Time-varying risk aversion and asset prices. (2007). Li, George.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:1:p:243-257.

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  191. SEC Regulation Fair Disclosure, information, and the cost of capital. (2007). Madureira, Leonardo ; Gorton, Gary ; Gomes, Armando.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:13:y:2007:i:2-3:p:300-334.

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  192. Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs. (2007). Jouini, Elyes ; Napp, Clotilde.
    In: Economics Papers from University Paris Dauphine.
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  193. Financial markets in continuous time. (2007). Dana, Rose-Anne ; Jeanblanc, Monique.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/5374.

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  194. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents. (2007). Michaelides, Alexander ; Gomes, Francisco.
    In: CEPR Discussion Papers.
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  195. Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets. (2007). Raimondo, Roberto C ; Anderson, Robert M.
    In: Department of Economics, Working Paper Series.
    RePEc:cdl:econwp:qt0zq6v5gd.

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  196. Are Economists More Likely to Hold Stocks?. (2007). Joensen, Juanna ; Christiansen, Charlotte ; Rangvid, Jesper.
    In: CREATES Research Papers.
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  197. What Explains Household Stock Holdings?. (2006). Shum, Pauline ; Faig, Miquel.
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  198. Pricing Rare Event Risk in Emerging Markets. (2006). Gallmeyer, Michael ; Dieckmann, Stephan.
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  200. Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints. (2006). Pavlova, Anna ; Basak, Suleyman ; Licari, Juan Manuel.
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  202. Reconciling conflicting evidence on the elasticity of intertemporal substitution: A macroeconomic perspective. (2006). Guvenen, Fatih.
    In: Journal of Monetary Economics.
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  203. Aggregation of heterogeneous beliefs. (2006). NAPP, Clotilde ; Jouini, Elyès.
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    In: Journal of Banking & Finance.
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  205. Aggregation of Heterogeneous Beliefs. (2006). Jouini, Elyes ; Napp, Clotilde.
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  206. Multiplicity in General Financial Equilibrium with Portfolio Constraints. (2006). Pavlova, Anna ; Basak, Suleyman ; Licari, Juan Manuel.
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  209. Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective. (2005). Guvenen, Fatih.
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  211. Human Capital Risk, Stockholder Consumption, and Asset Returns. (2005). Malloy, Christopher ; Moskowitz, Tobias.
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  212. Wealth Transfers, Contagion, and Portfolio Constraints. (2005). Rigobon, Roberto ; Pavlova, Anna.
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  213. Portfolio Choice over the Life-Cycle in the Presence of Trickle Down Labor Income. (2005). Benzoni, Luca ; GOLDSTEIN, ROBERT S. ; Collin-Dufresne, Pierre.
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  215. Do More Economists Hold Stocks?. (2005). Christiansen, Charlotte ; Joensen, Juanna Schroter ; Rangvid, Jesper.
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  216. Time-varying risk, interest rates and exchange rates in general equilibrium. (2005). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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  217. Asset pricing with limited risk sharing and heterogeneous agents. (2005). Michaelides, Alexander ; Gomes, Francisco.
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  218. Optimal life cycle asset allocation : understanding the empirical evidence. (2005). Michaelides, Alexander ; Gomes, Francisco J..
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    In: Journal of Mathematical Economics.
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    In: Journal of Banking & Finance.
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  221. Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands. (2005). Athanasoulis, Stefano G..
    In: Journal of Economic Dynamics and Control.
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  222. Wealth Transfers, Contagion and Portfolio Constraints. (2005). Rigobon, Roberto ; Pavlova, Anna.
    In: CEPR Discussion Papers.
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  223. Sorting in Risk-Aversion and Asset Price Volatility. (2005). Herrera, Helios.
    In: Levine's Bibliography.
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  224. Do More Economists Hold Stocks?. (2005). Christiansen, Charlotte ; Joensen, Juanna Shroter ; Rangvid, Jesper.
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  226. High-Order Consumption Moments and Asset Pricing. (2004). Semenov, Andrei.
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  227. Hétérogénéité des croyances, prix du risque et volatilité des marchés. (2004). NAPP, Clotilde ; Jouini, Elyès.
    In: Revue d'Économie Financière.
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  228. SEC Regulation Fair Disclosure, Information, and the Cost of Capital. (2004). Madureira, Leonardo ; Gorton, Gary ; Gomes, Armando.
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  229. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
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  230. General Properties of Rational Stock-Market Fluctuations. (2004). Mele, Antonio.
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  231. Flight to quality, flight to liquidity, and the pricing of risk. (2004). Vayanos, Dimitri.
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  232. General properties of rational stock-market fluctuations. (2004). Mele, Antonio.
    In: LSE Research Online Documents on Economics.
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  233. A general equilibrium analysis of strategic arbitrage. (2004). Zigrand, Jean-Pierre.
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    RePEc:eee:mateco:v:40:y:2004:i:8:p:923-952.

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  234. Limited stock market participation and the equity premium. (2004). Polkovnichenko, Valery.
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  235. Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership. (2004). Ehling, Paul.
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  236. Asset Prices with Heterogenous Beliefs. (2004). Basak, Suleyman.
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  237. Stock Market Valuation : the Role of the Macroeconomic Risk Premium. (2003). Boucher, Christophe.
    In: Finance.
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  238. A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation or Cross-sectional Heterogeneity?. (2003). Guvenen, Fatih.
    In: RCER Working Papers.
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  239. Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective. (2003). Guvenen, Fatih.
    In: RCER Working Papers.
    RePEc:roc:rocher:491.

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  240. A General Equilibrium Financial Asset Economy With Transaction Costs And Trading Constraints. (2003). Milne, Frank ; Neave, Edwin.
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  241. Financial Innovation, Market Participation and Asset Prices. (2003). Sodini, Paolo ; Gonzalez-Eiras, Martin ; Calvet, Laurent.
    In: NBER Working Papers.
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  242. The Equity Premium in Retrospect. (2003). Mehra, Rajnish.
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  243. Limited stock market participation and asset prices in a dynamic economy. (2003). Guo, Hui.
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  244. A two-person dynamic equilibrium under ambiguity. (2003). Miao, Jianjun ; Epstein, Larry.
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  245. Optimal Financial Market Integration and Security Design. (2003). Bisin, Alberto ; Acharya, Viral.
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  246. Household Stockholding in Europe: Where Do We Stand, and Where Do We Go?. (2003). Jappelli, Tullio ; Haliassos, Michael ; Guiso, Luigi.
    In: CEPR Discussion Papers.
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  247. Household Stockholding in Europe: Where Do We Stand and Where Do We Go?. (2002). Jappelli, Tullio ; Haliassos, Michael ; Guiso, Luigi.
    In: University of Cyprus Working Papers in Economics.
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  248. Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices. (2002). Kogan, Leonid ; Chan, Yeung Lewis .
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:v:110:y:2002:i:6:p:1255-1285.

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  249. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (2002). Geczy, Christopher ; Constantinides, George.
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:v:110:y:2002:i:4:p:793-824.

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  250. Household Stockholding in Europe: Where Do We Stand and Where Do We Go?. (2002). Jappelli, Tullio ; Haliassos, Michael ; Guiso, Luigi.
    In: CSEF Working Papers.
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  251. Equilibrium in stochastic economies with incomplete financial markets. (2002). Fajardo, José ; Barbachan, Jose Fajardo .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:22:y:2002:i:1:a:2745.

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  252. Dynamic Asset Allocation With Event Risk. (2002). pan, jun ; Longstaff, Francis ; LIU, JUN.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9103.

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  253. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (2002). Geczy, Christopher ; Constantinides, George ; Brav, Alon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8822.

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  254. Equilibrium and welfare in markets with financially constrained arbitrageurs. (2002). Vayanos, Dimitri ; Gromb, Denis.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:448.

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  255. Time orientation and asset prices. (2002). Smith, Anthony ; Kuruscu, Burhanettin ; Krusell, Per ; Smith, Anthony Jr., .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:49:y:2002:i:1:p:107-135.

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  256. Equilibrium and welfare in markets with financially constrained arbitrageurs. (2002). Vayanos, Dimitri ; Dimitri, Vayanos ; Denis, Gromb.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:361-407.

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  257. A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium. (2002). Dumas, Bernard ; Maenhout, Pascal.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:391749000000000523.

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  258. Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns. (2002). Jacobs, Kris ; Wang, Kevin Q..
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-11.

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  259. Market Participation, Information and Volatility. (2002). Herrera, Helios ; Dubra, Juan.
    In: Working Papers.
    RePEc:cie:wpaper:0206.

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  260. Is Information Risk a Determinant of Asset Returns?. (2002). Easley, David.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:5:p:2185-2221.

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  261. Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices. (2001). Kogan, Leonid ; Chan, Yeung Lewis .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8607.

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  262. The Market for Crash Risk. (2001). Bates, David S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8557.

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  263. Financial Innovation, Market Participation and Asset Prices. (2001). Sodini, Paolo ; Gonzalez-Eiras, Martin ; Calvet, Laurent.
    In: Harvard Institute of Economic Research Working Papers.
    RePEc:fth:harver:1928.

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  264. Non-linear taxation, tax-arbitrage and equilibrium asset prices. (2001). Basak, Suleyman ; Croitoru, Benjamin.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:35:y:2001:i:2:p:347-382.

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  265. Dynamic Asset Allocation with Event Risk. (2001). pan, jun ; LIU, JUN ; Longstaff, Francis.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt9fm6t5nb.

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  266. Dynamic Choice and Risk Aversion. (2001). LIU, JUN.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt36v1d9zg.

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  267. Money, Interest Rates, and Exchange Rates with Endogenously Segmented Asset Markets. (2000). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: NBER Working Papers.
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  268. On the Gains to International Trade in Risky Financial Assets. (2000). Willen, Paul ; Davis, Steven ; Nalewaik, Jeremy .
    In: NBER Working Papers.
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  269. Money, interest rates, and exchange rates with endogenously segmented asset markets. (2000). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Working Papers.
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  270. A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk. (2000). Basak, Suleyman.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:1:p:63-95.

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  271. Continuous‐Time Methods in Finance: A Review and an Assessment. (2000). Sundaresan, Suresh M..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:55:y:2000:i:4:p:1569-1622.

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  272. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Geczy, Christopher ; Constantinides, George ; Brav, Alon.
    In: CRSP working papers.
    RePEc:wop:chispw:505.

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  273. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Geczy, Christopher ; Constantinides, George ; Brav, Alon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7406.

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  274. Dynamic Allocation and Pricing in Incomplete Markets: A Survey. (1999). Saito, Makoto.
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    RePEc:ime:imemes:v:17:y:1999:i:1:p:45-75.

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  275. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Geczy, Christopher ; Constantinides, George ; Brav, Alon.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:23-99.

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