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1. Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing. (2015). Ma, Sai ; Ludvigson, Sydney ; Lettau, Martin.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10335.

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2. Do Margin Requirements Affect Asset Prices?. (2012). Giovannetti, Bruno ; Martins, Guilherme B..
   In: Working Papers, Department of Economics.
   RePEc:spa:wpaper:2012wpecon17.

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3. Variance bounds on the permanent and transitory components of stochastic discount factors. (2012). Bakshi, Gurdip ; Chabi-Yo, Fousseni.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:105:y:2012:i:1:p:191-208.

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4. Hard assets: The returns on rare diamonds and gems. (2012). Spaenjers, Christophe ; Renneboog, Luc.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:9:y:2012:i:4:p:220-230.

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5. WAS LUXURY LITTLE RESEARCHED? AN EXPLORATION OF STUDIES AND RESEARCH TRENDS IN THE AREA OF MARKETING OF LUXURY GOODS, BEFORE 2005. (2012). CIORNEA, RALUCA ; BACILA, Mihai F. ; POP, Marius D. ; Alexandra M. DRULE TIRCA, .
   In: Management and Marketing Journal.
   RePEc:aio:manmar:v:x:y:2012:i:2:p:325-340.

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6. Regime shifts in real estate markets: Time-varying effects of the U.S. and Japanese economies on house prices in Hawaii. (2011). Krainer, John ; Wilcox, James A..
   In: Working Paper Series.
   RePEc:fip:fedfwp:2011-24.

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7. Global banking and international business cycles. (2011). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Mueller, Gernot J..
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:72.

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8. Impact of interpersonal influences, brand origin and brand image on luxury purchase intentions: Measuring interfunctional interactions and a cross-national comparison. (2011). Shukla, Paurav.
   In: Journal of World Business.
   RePEc:eee:worbus:v:46:y:2011:i:2:p:242-252.

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9. Ex post: The investment performance of collectible stamps. (2011). Spaenjers, Christophe ; Dimson, Elroy.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:100:y:2011:i:2:p:443-458.

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10. Global banking and international business cycles. (2011). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Muller, Gernot J..
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:3:p:407-426.

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11. Testing for weak identification in possibly nonlinear models. (2011). Rossi, Barbara ; Inoue, Atsushi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:161:y:2011:i:2:p:246-261.

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12. Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Bakshi, Gurdip ; Chabi-Yo, Fousseni.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-11.

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13. Understanding the role of attitude components in co-branding: an application to high-tech, luxury co-branded products. (2011). Lado, Nora ; Ho, Han Chiang ; Cesaroni, Fabrizio ; Olivares, Alberto Maydeu.
    In: INDEM - Working Paper Business Economic Series.
    RePEc:cte:idrepe:id-11-01.

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14. Why Do Household Portfolio Shares Rise in Wealth?. (2010). Yogo, Motohiro ; Wachter, Jessica.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:23:y:2010:i:11:p:3929-3965.

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15. The cross-section of equity returns and assets’ fundamental cash-flow risk. (2010). Galsband, Victoria .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:24:y:2010:i:4:p:327-351.

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16. Capital taxation with entrepreneurial risk. (2010). Panousi, Vasia.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-56.

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17. Solving exchange rate puzzles with neither sticky prices nor trade costs. (2010). Roche, Maurice ; Moore, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:6:p:1151-1170.

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18. Do subjective expectations explain asset pricing puzzles?. (2010). Skoulakis, Georgios ; Bakshi, Gurdip.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:3:p:462-477.

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19. A skeptical appraisal of asset pricing tests. (2010). Shanken, Jay ; Nagel, Stefan ; Lewellen, Jonathan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:96:y:2010:i:2:p:175-194.

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20. Accounting anomalies and fundamental analysis: An alternative view. (2010). Lewellen, Jonathan.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:50:y:2010:i:2-3:p:455-466.

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21. Stock and bond returns with Moody Investors. (2010). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steven R..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:5:p:867-894.

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22. Global Banking and International Business Cycles. (2010). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Muller, Gernot J..
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/60880.

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23. Global Banking and International Business Cycles. (2010). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Muller, Gernot.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7972.

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24. Art and Money. (2009). Spaenjers, Christophe ; Renneboog, Luc ; Goetzmann, William.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15502.

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25. A Parsimonious Macroeconomic Model for Asset Pricing. (2009). Guvenen, Fatih.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15243.

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26. Wealth and the capitalist spirit. (2009). Francis, Johanna.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:31:y:2009:i:3:p:394-408.

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27. The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy. (2009). Fernandez, Pablo ; Aguirreamalloa, Javier ; Liechtenstein, Heinrich.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0821.

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28. Estimation of the consumption CAPM with imperfect sample separation information. (2008). Semenov, Andrei.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:4:p:333-348.

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29. Wealth and the Capitalist Spirit. (2008). Francis, Johanna.
    In: Fordham Economics Discussion Paper Series.
    RePEc:frd:wpaper:dp2008-10.

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30. The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences. (2008). Isaenko, Sergei.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:48:y:2008:i:3:p:457-481.

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31. Willingness to pay and nuanced cultural cues: Evidence from Hong Kongs license-plate auction market. (2008). woo, chi-keung ; Luk, Stephen ; Horowitz, Ira ; Lai, Aaron.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:29:y:2008:i:1:p:35-53.

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32. Consumption behavior, asset returns, and risk aversion: Evidence from the Japanese household survey. (2008). Wada, Kenji ; Tokunaga, Toshifumi ; Kubota, Keiichi.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:20:y:2008:i:1:p:1-18.

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33. Intertemporal substitution and nonhomothetic preferences. (2008). Okubo, Masakatsu.
    In: Economics Letters.
    RePEc:eee:ecolet:v:98:y:2008:i:1:p:41-47.

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34. Wealth and the Capitalist Spirit. (2007). Francis, Johanna.
    In: MPRA Paper.
    RePEc:pra:mprapa:5985.

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35. Wealth Shocks and Risk Aversion. (2007). Sousa, Ricardo.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:28/2007.

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36. Risk Based Explanations of the Equity Premium. (2007). Mehra, Rajnish ; Donaldson, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13220.

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37. Technological innovation and real investment booms and busts. (2007). Kaniel, Ron ; DeMarzo, Peter ; Kremer, Ilan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:85:y:2007:i:3:p:735-754.

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38. Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns. (2006). Schrimpf, Andreas ; Grammig, Joachim.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:4616.

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39. Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market. (2006). Yang, Jian ; Guo, Hui ; Wang, Zijun.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-047.

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40. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steve.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5951.

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41. A Consumption‐Based Explanation of Expected Stock Returns. (2006). Yogo, Motohiro.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:61:y:2006:i:2:p:539-580.

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42. Human Capital Risk, Stockholder Consumption, and Asset Returns. (2005). Malloy, Christopher ; Moskowitz, Tobias.
    In: 2005 Meeting Papers.
    RePEc:red:sed005:123.

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43. Financial Markets and the Real Economy. (2005). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11193.

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44. Consumption Risk and the Cost of Equity Capital. (2005). Jagannathan, Ravi ; Wang, Yong.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11026.

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45. Market Oganization and the prices of financial Assets. (2005). Constantinides, George.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:49.

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46. Direct Preference for Wealth in Aggregate Household Portfolio. (2005). St-Amour, Pascal.
    In: Cahiers de Recherches Economiques du Département d'économie.
    RePEc:lau:crdeep:05.04.

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47. Volatility of the Stochastic Discount Factor, and the Distinction between Risk-Neutral and Objective Probability Measures. (2005). Hjalmarsson, Erik ; Chen, Zhiwu ; Bakshi, Gurdip.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0159.

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48. The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh). (2005). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:352.

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49. Asset Pricing with Durable Goods and Nonhomothetic Preferences. (2004). Pakoš, Michal ; Pakos, Michal.
    In: MPRA Paper.
    RePEc:pra:mprapa:26167.

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50. Investor Sentiment Measures. (2004). welch, ivo ; Qiu, Lily.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10794.

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