ADJUSTMENT COSTS AND CAPITAL-ASSET PRICING

[11] HUFFMAN GW, 1984, 8404 U W ONT RES REP

[12] KLEIDON AW, 1982, BIAS SMALL SAMPLE TE

[13] KLEIDON AW, 1982, VARIANCE BOUNDS SIMP

[14] EXPECTATIONS MODELS OF ASSET PRICES - A SURVEY OF THEORY [J]. JOURNAL OF FINANCE, 1982, 37 (01) : 185 - 217

[15] THE PRESENT-VALUE RELATION - TESTS BASED ON IMPLIED VARIANCE BOUNDS [J]. ECONOMETRICA, 1981, 49 (03) : 555 - 574

[16] LEROY SF, 1981, J BUSINESS, V92, P535

[17] LeRoy StephenF., 1973, INT ECON REV, V14, P436, DOI [10.2307/2525932, DOI 10.2307/2525932]

[18] ASSET PRICES IN AN EXCHANGE ECONOMY [J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445

[19] THE EQUITY PREMIUM - A PUZZLE [J]. JOURNAL OF MONETARY ECONOMICS, 1985, 15 (02) : 145 - 161

[20] INTERTEMPORAL CAPITAL ASSET PRICING MODEL [J]. ECONOMETRICA, 1973, 41 (05) : 867 - 887

[11] HUFFMAN GW, 1984, 8404 U W ONT RES REP

[12] KLEIDON AW, 1982, BIAS SMALL SAMPLE TE

[13] KLEIDON AW, 1982, VARIANCE BOUNDS SIMP

[14] EXPECTATIONS MODELS OF ASSET PRICES - A SURVEY OF THEORY [J]. JOURNAL OF FINANCE, 1982, 37 (01) : 185 - 217

[15] THE PRESENT-VALUE RELATION - TESTS BASED ON IMPLIED VARIANCE BOUNDS [J]. ECONOMETRICA, 1981, 49 (03) : 555 - 574

[16] LEROY SF, 1981, J BUSINESS, V92, P535

[17] LeRoy StephenF., 1973, INT ECON REV, V14, P436, DOI [10.2307/2525932, DOI 10.2307/2525932]

[18] ASSET PRICES IN AN EXCHANGE ECONOMY [J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445

[19] THE EQUITY PREMIUM - A PUZZLE [J]. JOURNAL OF MONETARY ECONOMICS, 1985, 15 (02) : 145 - 161

[20] INTERTEMPORAL CAPITAL ASSET PRICING MODEL [J]. ECONOMETRICA, 1973, 41 (05) : 867 - 887