AN ADJUSTMENT COST MODEL OF ASSET PRICING

[1] EQUITY PREMIUM IN A PRODUCTION ECONOMY - A PARAMETRIC EXAMPLE [J]. ECONOMICS LETTERS, 1985, 18 (01) : 53 - 58

[2] BROCK WA, 1982, EC INFORMATION UNCER

[3] DANTHINE TP, 1981, ECONOMETRICA, P1007

[4] DONALDSON JB, UNPUB TERM STRUCTURE

[5] DUNN KD, 1982, ECONOMETRICA, V5, P1267

[6] Eisner R., 1963, IMPACTS MONETARY POL

[7] ADJUSTMENT COSTS IN THEORY OF INVESTMENT OF FIRM [J]. REVIEW OF ECONOMIC STUDIES, 1968, 35 (01) : 47 - 55

[8] HANSEN LP, 1983, J FINANCE, V38, P613

[9] ADJUSTMENT COSTS AND CAPITAL-ASSET PRICING [J]. JOURNAL OF FINANCE, 1985, 40 (03) : 691 - 705

[10] RISK-AVERSION AND THE TERM STRUCTURE OF REAL INTEREST-RATES [J]. ECONOMICS LETTERS, 1982, 10 (3-4) : 355 - 361

[1] EQUITY PREMIUM IN A PRODUCTION ECONOMY - A PARAMETRIC EXAMPLE [J]. ECONOMICS LETTERS, 1985, 18 (01) : 53 - 58

[2] BROCK WA, 1982, EC INFORMATION UNCER

[3] DANTHINE TP, 1981, ECONOMETRICA, P1007

[4] DONALDSON JB, UNPUB TERM STRUCTURE

[5] DUNN KD, 1982, ECONOMETRICA, V5, P1267

[6] Eisner R., 1963, IMPACTS MONETARY POL

[7] ADJUSTMENT COSTS IN THEORY OF INVESTMENT OF FIRM [J]. REVIEW OF ECONOMIC STUDIES, 1968, 35 (01) : 47 - 55

[8] HANSEN LP, 1983, J FINANCE, V38, P613

[9] ADJUSTMENT COSTS AND CAPITAL-ASSET PRICING [J]. JOURNAL OF FINANCE, 1985, 40 (03) : 691 - 705

[10] RISK-AVERSION AND THE TERM STRUCTURE OF REAL INTEREST-RATES [J]. ECONOMICS LETTERS, 1982, 10 (3-4) : 355 - 361