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2. Investment Performance of Machine Learning: Analysis of S&P 500 Index. (2020). Liu, Ting-Yin ; Chen, Chun-Hung.
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3. An Analysis on Investment Performance of Machine Learning: An Empirical Examination on Taiwan Stock Market. (2019). Liu, Yisheng ; Hsu, Ting-Hsin ; Chen, Chia-Cheng.
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4. Machine Learning on Stock Price Movement Forecast: The Sample of the Taiwan Stock Exchange. (2019). Liu, Yi-Sheng ; Huang, Chin-Sheng.
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5. Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?. (2018). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein.
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1. Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing. (2015). Ma, Sai ; Ludvigson, Sydney ; Lettau, Martin.
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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, .
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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..
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7. Global banking and international business cycles. (2011). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Mueller, Gernot J..
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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.
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9. Ex post: The investment performance of collectible stamps. (2011). Spaenjers, Christophe ; Dimson, Elroy.
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10. Global banking and international business cycles. (2011). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Muller, Gernot J..
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11. Testing for weak identification in possibly nonlinear models. (2011). Rossi, Barbara ; Inoue, Atsushi.
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12. Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Bakshi, Gurdip ; Chabi-Yo, Fousseni.
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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.
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14. Why Do Household Portfolio Shares Rise in Wealth?. (2010). Yogo, Motohiro ; Wachter, Jessica.
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15. The cross-section of equity returns and assets’ fundamental cash-flow risk. (2010). Galsband, Victoria .
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16. Capital taxation with entrepreneurial risk. (2010). Panousi, Vasia.
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17. Solving exchange rate puzzles with neither sticky prices nor trade costs. (2010). Roche, Maurice ; Moore, Michael.
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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.
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20. Accounting anomalies and fundamental analysis: An alternative view. (2010). Lewellen, Jonathan.
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21. Stock and bond returns with Moody Investors. (2010). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steven R..
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22. Global Banking and International Business Cycles. (2010). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Muller, Gernot J..
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23. Global Banking and International Business Cycles. (2010). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Muller, Gernot.
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24. Art and Money. (2009). Spaenjers, Christophe ; Renneboog, Luc ; Goetzmann, William.
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25. A Parsimonious Macroeconomic Model for Asset Pricing. (2009). Guvenen, Fatih.
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26. Wealth and the capitalist spirit. (2009). Francis, Johanna.
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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.
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28. Estimation of the consumption CAPM with imperfect sample separation information. (2008). Semenov, Andrei.
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29. Wealth and the Capitalist Spirit. (2008). Francis, Johanna.
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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.
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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.
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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.
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33. Intertemporal substitution and nonhomothetic preferences. (2008). Okubo, Masakatsu.
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34. Wealth and the Capitalist Spirit. (2007). Francis, Johanna.
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35. Wealth Shocks and Risk Aversion. (2007). Sousa, Ricardo.
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36. Risk Based Explanations of the Equity Premium. (2007). Mehra, Rajnish ; Donaldson, John.
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37. Technological innovation and real investment booms and busts. (2007). Kaniel, Ron ; DeMarzo, Peter ; Kremer, Ilan.
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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.
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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.
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40. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steve.
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41. A Consumption‐Based Explanation of Expected Stock Returns. (2006). Yogo, Motohiro.
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42. Human Capital Risk, Stockholder Consumption, and Asset Returns. (2005). Malloy, Christopher ; Moskowitz, Tobias.
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43. Financial Markets and the Real Economy. (2005). Cochrane, John.
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44. Consumption Risk and the Cost of Equity Capital. (2005). Jagannathan, Ravi ; Wang, Yong.
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45. Market Oganization and the prices of financial Assets. (2005). Constantinides, George.
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46. Direct Preference for Wealth in Aggregate Household Portfolio. (2005). St-Amour, Pascal.
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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.
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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.
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49. Asset Pricing with Durable Goods and Nonhomothetic Preferences. (2004). Pakoš, Michal ; Pakos, Michal.
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50. Investor Sentiment Measures. (2004). welch, ivo ; Qiu, Lily.
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