scholarly journals Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models

2003 ◽  
Author(s):  
Xiaohong Chen ◽  
Sydney C. Ludvigson
Keyword(s):  
Asset Pricing ◽  
Empirical Investigation ◽  
Pricing Models ◽  
Asset Pricing Models

scholarly journals Land of addicts? an empirical investigation of habit‐based asset pricing models

2009 ◽  
Vol 24 (7) ◽  
pp. 1057-1093 ◽  
Author(s):  
Xiaohong Chen ◽  
Sydney C. Ludvigson
Keyword(s):  
Asset Pricing ◽  
Empirical Investigation ◽  
Pricing Models ◽  
Asset Pricing Models

scholarly journals An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation

2011 ◽  
Vol 2011 (47) ◽  
pp. 1-39
Author(s):  
Qiang Dai ◽  
◽  
Olesya V. Grishchenko
Keyword(s):  
Asset Pricing ◽  
Empirical Investigation ◽  
Habit Formation ◽  
Pricing Models ◽  
Asset Pricing Models

Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance

2008 ◽  
Author(s):  
Haitao Li ◽  
Yuewu Xu ◽  
Xiaoyan Zhang
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

On the Estimation of Asset Pricing Models Using Univariate Betas

2009 ◽  
Author(s):  
Raymond Kan ◽  
Cesare Robotti
Keyword(s):  
Asset Pricing ◽  
Pricing Models ◽  
Asset Pricing Models

Short-Selling Status and Asset-Pricing Models

2012 ◽  
Author(s):  
Min Bai
Keyword(s):  
Asset Pricing ◽  
Short Selling ◽  
Pricing Models ◽  
Asset Pricing Models
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