Essays on Consumption and Expected Returns

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9783639068566: Essays on Consumption and Expected Returns
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This thesis consists of three essays on the relationship between consumption, the business cycle, and expected returns on financial assets.The first essay is "A Consumption-Based Explanation of Expected Stock Returns". A revised version of the essay was published in The Journal of Finance 61:2 (April 2006), pp. 539-580.The second essay is "Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak". The essay was published in The Review of Economics and Statistics 86:3 (August 2004), pp. 797-810.The third essay is "Efficient Tests of Stock Return Predictability", coauthored by John Y. Campbell. A revised version of the essay was published in the Journal of Financial Economics 81:1 (July 2006), pp. 27-60.The thesis was awarded the 2005 Zellner Thesis Award in Business and Economic Statistics by the American Statistical Association.

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Motohiro Yogo is an Assistant Professor of Finance at the Wharton School of the University of Pennsylvania and a Faculty Research Fellow of the National Bureau of Economic Research. He received a Ph.D. in economics from Harvard University in 2004 and an A.B. in economics from Princeton University in 2000.

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Book Description VDM Verlag Dr. Mueller e.K., Germany, 2013. Paperback. Condition: New. Language: English. Brand new Book. This thesis consists of three essays on the relationship between consumption, the business cycle, and expected returns on financial assets. The first essay is "A Consumption-Based Explanation of Expected Stock Returns." A revised version of the essay was published in The Journal of Finance 61: 2 (April 2006), pp. 539-580. The second essay is "Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak." The essay was published in The Review of Economics and Statistics 86: 3 (August 2004), pp. 797-810. The third essay is "Efficient Tests of Stock Return Predictability," coauthored by John Y. Campbell. A revised version of the essay was published in the Journal of Financial Economics 81: 1 (July 2006), pp. 27-60. The thesis was awarded the 2005 Zellner Thesis Award in Business and Economic Statistics by the American Statistical Association. Seller Inventory # AAV9783639068566

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