Asset pricing with heterogenous consumers and limited participation empirical evidence

Asset pricing with heterogenous consumers and limited participation empirical evidence

Bibliographic Details
Main Author: Brav, Alon
Other Authors: Constantinides, George M., Geczy, Christopher C.
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1999.
Series:NBER working paper series no.7406
Subjects:
Assets (Accounting) > Prices.
Consumption (Economics).
Capital market.
Monte Carlo method.