ADJUSTMENT COSTS AND CAPITAL-ASSET PRICING

[21] VARIANCE BOUNDS IN A SIMPLE-MODEL OF ASSET PRICING [J]. JOURNAL OF POLITICAL ECONOMY, 1982, 90 (01) : 166 - 175

[22] ARBITRAGE THEORY OF CAPITAL ASSET PRICING [J]. JOURNAL OF ECONOMIC THEORY, 1976, 13 (03) : 341 - 360

[23] SCHEINKMAN JA, 1983, BORROWING CONSTRAINT

[24] SHILLER RJ, 1981, AM ECON REV, V71, P421

[25] Tobin J., 1969, J MONEY CREDIT BANK, V1, P15, DOI DOI 10.2307/1991374

[26] TOWNSEND R, 1982, ASSET RETURN ANOMALI

[21] VARIANCE BOUNDS IN A SIMPLE-MODEL OF ASSET PRICING [J]. JOURNAL OF POLITICAL ECONOMY, 1982, 90 (01) : 166 - 175

[22] ARBITRAGE THEORY OF CAPITAL ASSET PRICING [J]. JOURNAL OF ECONOMIC THEORY, 1976, 13 (03) : 341 - 360

[23] SCHEINKMAN JA, 1983, BORROWING CONSTRAINT

[24] SHILLER RJ, 1981, AM ECON REV, V71, P421

[25] Tobin J., 1969, J MONEY CREDIT BANK, V1, P15, DOI DOI 10.2307/1991374

[26] TOWNSEND R, 1982, ASSET RETURN ANOMALI