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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.
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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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21. The Rate of Risk Aversion May Be Lower Than You Think. (2002). Jacobs, Kris.
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22. Financing Investment. (2001). Gomes, João.
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23. Portfolio Choice in the Presence of Personal Illiquid Projects. (2000). Shum, Pauline ; Faig, Miquel.
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24. MONEY WITH IDIOSYNCRATIC UNINSURABLE RETURNS TO CAPITAL. (2000). Faig, Miquel.
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25. Incomplete markets, borrowing constraints, and the foreign exchange risk premium. (2000). Leduc, Sylvain.
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26. Money, interest rates, and exchange rates with endogenously segmented asset markets. (2000). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
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27. Habit persistence, asset returns and the business cycle. (2000). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
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28. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Geczy, Christopher ; Constantinides, George ; Brav, Alon.
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29. Asset pricing with idiosyncratic risk and overlapping generations. (1999). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
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30. The Optimal structure of Liquidity Provided by a Self Financed Central Bank. (1999). Faig, Miquel.
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31. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Geczy, Christopher ; Constantinides, George ; Brav, Alon.
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32. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence. (1999). Geczy, Christopher ; Constantinides, George ; Brav, Alon.
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33. Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets. (1999). Sarkar, Asani ; Chakravarty, Sugato.
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34. On the Size of U.S. Government: Political Economy in the Neoclassical Growth Model. (1999). Ríos-Rull, José-Víctor ; Krusell, Per.
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35. Overreaction of Asset Prices in General Equilibrium. (1998). Gertler, Mark.
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36. LAPM: A Liquidity-based Asset Pricing Model. (1998). Tirole, Jean ; Holmstrom, Bengt.
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37. Equilibrium liquidity premia. (1998). Yu, Dahai.
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38. Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model. (1997). Lo, Andrew ; Kogan, Leonid ; Bertsimas, Dimitris.
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39. On the size of U.S. government: political economy in the neoclassical growth model. (1997). Ríos-Rull, José-Víctor ; Krusell, Per.
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40. S. Rao Aiyagari: my student and my teacher. (1997). Wallace, Neil.
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41. Algorithms for solving dynamic models with occasionally binding constraints. (1997). Fisher, Jonas ; Christiano, Lawrence.
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42. A transitional analysis of the welfare cost of inflation. (1997). Burdick, Clark A..
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43. Precautionary Portfolio Behavior from a Life-Cycle Perspective. (1996). Haliassos, Michael ; Bertaut, Carol C..
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44. Stockholding behavior of U.S. households: evidence from the 1983-89 Survey of Consumer Finances. (1996). Bertaut, Carol C..
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45. Precautionary portfolio behavior from a life-cycle perspective. (1996). Haliassos, Michael ; Bertaut, Carol C..
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46. Asset Pricing Lessons for Modeling Business Cycles. (1995). Fisher, Jonas ; Christiano, Lawrence ; Boldrin, Michele.
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47. Algorithms for solving dynamic models with occasionally binding constraints. (1994). Fisher, Jonas ; Christiano, Lawrence.
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49. Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing. (1993). Lucas, Deborah ; Heaton, John .
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