Essays on Consumption and Expected Returns

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9783639068566: Essays on Consumption and Expected Returns

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. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****.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. Bookseller Inventory # AAV9783639068566

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Book Description VDM Verlag Dr. Müller. Paperback. Book Condition: New. 164 pages. Dimensions: 8.9in. x 5.9in. x 0.5in.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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Bookseller Inventory # 9783639068566

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Book Description VDM Verlag Dr. Muller Aktiengesellschaft & Co. KG, 2008. Paperback. Book Condition: Brand New. 164 pages. In Stock. Bookseller Inventory # __3639068564

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