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1. On the descriptive value of loss aversion in decisions under risk: Six clarifications. (2013). Ert, Eyal ; Erev, Ido.
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2. Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs: evidence from the UK stock market. (2007). gregoriou, andros ; Ioannidis, Christos.
   In: Empirical Economics.
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3. Asset Pricing with Idiosyncratic Risk and Overlapping Generations. (2007). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
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4. Risk Based Explanations of the Equity Premium. (2007). Mehra, Rajnish ; Donaldson, John.
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5. The Demand for Treasury Debt. (2007). Vissing-Jorgensen, Annette ; KRISHNAMURTHY, ARVIND.
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6. Pricing Implications of Shared Variance in Liquidity Measures. (2007). Skjeltorp, Johannes ; Næs, Randi ; Nas, Randi ; Chollete, Loran.
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7. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents. (2007). Michaelides, Alexander ; Gomes, Francisco.
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8. Asset prices and liquidity in an exchange economy. (2006). Lagos, Ricardo.
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9. Endogenous Borrowing Constraints and Consumption Volatility in a Small Open Economy. (2006). de Resende, Carlos.
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10. The Market Price of Aggregate Risk and the Wealth Distribution. (2005). Lustig, Hanno ; Chien, YiLi.
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11. Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle. (2005). Guidolin, Massimo.
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12. Borrowing costs and the demand for equity over the life cycle. (2005). Willen, Paul ; Kubler, Felix ; Davis, Steven.
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13. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Tan, Sinan ; Lynch, Anthony W..
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14. High-Order Consumption Moments and Asset Pricing. (2004). Semenov, Andrei.
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15. Discounting The Equity Premium Puzzle. (2004). Martin, Vance ; Maasoumi, Esfandiar ; Lim, Guay.
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16. The Market Price of Aggregate Risk and the Wealth Distribution. (2004). Lustig, Hanno.
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17. Rational Asset Prices. (2002). Constantinides, George.
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18. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (2002). Geczy, Christopher ; Constantinides, George ; Brav, Alon.
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19. A Dynamic equilibrium with small fixed transactions costs. (2002). Chau, Minh.
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20. Essays on Capital Markets: Frictions and Social Forces. (2002). Johnson, Phillip M.
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