Open AccessExternal Habit and the Cyclicality of Expected Stock Returns
Author(s) -
Thomas D. Tallarini,
Harold H. Zhang
Publication year - 2005
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2005.27
Subject(s) - econometrics , stock (firearms) , economics , capital asset pricing model , structural estimation , matching (statistics) , estimation , mathematics , statistics , mechanical engineering , management , engineering