Ai, Hengjie and Dana Kiku. “Growth to value: Option exercise and the cross section of equity returns”. Journal of Financial Economics (2012). [OpenAIRE]
Avramov, Doron, Scott Cederburg, and Satadru Hore. “Cross-sectional asset pricing puzzles: An equilibrium perspective”. Unpublished manuscript (2011). [OpenAIRE]
Bansal, Ravi, Robert F Dittmar, and Christian T Lundblad. “Consumption, dividends, and the cross section of equity returns”. The Journal of Finance 60.4 (2005), pp. 1639-1672.
Beeler, J. and J.Y. Campbell. The long-run risks model and aggregate asset prices: an empirical assessment. Tech. rep. National Bureau of Economic Research, 2009. [OpenAIRE]
Bloom, N. “The Impact of Uncertainty Shocks”. Econometrica 77.3 (2009), pp. 623-685.
Boguth, Oliver and Lars-Alexander Kuehn. “Consumption volatility risk”. The Journal of Finance (2013).
Boldrin, M., L.J. Christiano, and J.D.M. Fisher. “Habit persistence, asset returns, and the business cycle”. American Economic Review (2001), pp. 149-166. [OpenAIRE]
Campbell, John Y and Tuomo Vuolteenaho. “Bad Beta, Good Beta”. American Economic Review (2004), pp. 1249-1275.
Campbell, John Y et al. An intertemporal capm with stochastic volatility. Tech. rep. National Bureau of Economic Research, 2012.
Campbell, J.Y. and J.H. Cochrane. “By Force of Habit: A Consumption Based Explanation of Aggregate Stock Market Behavior”. Journal of Political Economy 107.2 (1999), pp. 205-251.
Campbell, J.Y. and R.J. Shiller. “The dividend-price ratio and expectations of future dividends and discount factors”. Review of financial studies 1.3 (1988), pp. 195-228.
Carlson, Murray, Adlai Fisher, and Ron Giammarino. “Corporate Investment and Asset Price Dynamics: Implications for the Cross-section of Returns”. The Journal of Finance 59.6 (2005), pp. 2577-2603.
Chen, A. “Precautionary Volatility and Asset Prices”. Mimeo (2014).
Chen, Huafeng Jason. “Do Cash Flows of Growth Stocks Really Grow Faster?” Available at SSRN 1903904 (2012).
Chen, Long, Ralitsa Petkova, and Lu Zhang. “The expected value premium”. Journal of Financial Economics 87.2 (2008), pp. 269-280.