ADJUSTMENT COSTS AND CAPITAL-ASSET PRICING

[1] BEWLEY T, 1982, UNPUB THOUGHTS TESTS

[2] BROCK WA, 1982, EC INFORMATION UNCER

[3] FAMA EF, 1970, J FINANC, V25, P387

[4] EXCESS VOLATILITY IN THE FINANCIAL-MARKETS - A REASSESSMENT OF THE EMPIRICAL-EVIDENCE [J]. JOURNAL OF POLITICAL ECONOMY, 1983, 91 (06) : 929 - 956

[5] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[6] STOCHASTIC CONSUMPTION, RISK-AVERSION, AND THE TEMPORAL BEHAVIOR OF ASSET RETURNS [J]. JOURNAL OF POLITICAL ECONOMY, 1983, 91 (02) : 249 - 265

[7] TOBIN MARGINAL Q AND AVERAGE Q - A NEOCLASSICAL INTERPRETATION [J]. ECONOMETRICA, 1982, 50 (01) : 213 - 224

[8] CAPITAL-ASSET PRICING IN AN OVERLAPPING GENERATIONS MODEL [J]. JOURNAL OF ECONOMIC THEORY, 1984, 33 (02) : 232 - 248

[9] HUFFMAN GW, 1984, 8405 U W ONT RES REP

[10] HUFFMAN GW, 1985, UNPUB ASSET PRICING

[1] BEWLEY T, 1982, UNPUB THOUGHTS TESTS

[2] BROCK WA, 1982, EC INFORMATION UNCER

[3] FAMA EF, 1970, J FINANC, V25, P387

[4] EXCESS VOLATILITY IN THE FINANCIAL-MARKETS - A REASSESSMENT OF THE EMPIRICAL-EVIDENCE [J]. JOURNAL OF POLITICAL ECONOMY, 1983, 91 (06) : 929 - 956

[5] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[6] STOCHASTIC CONSUMPTION, RISK-AVERSION, AND THE TEMPORAL BEHAVIOR OF ASSET RETURNS [J]. JOURNAL OF POLITICAL ECONOMY, 1983, 91 (02) : 249 - 265

[7] TOBIN MARGINAL Q AND AVERAGE Q - A NEOCLASSICAL INTERPRETATION [J]. ECONOMETRICA, 1982, 50 (01) : 213 - 224

[8] CAPITAL-ASSET PRICING IN AN OVERLAPPING GENERATIONS MODEL [J]. JOURNAL OF ECONOMIC THEORY, 1984, 33 (02) : 232 - 248

[9] HUFFMAN GW, 1984, 8405 U W ONT RES REP

[10] HUFFMAN GW, 1985, UNPUB ASSET PRICING