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A Parsimonious Macroeconomic Model for Asset Pricing: Habit Formation of Cross-sectional Heterogeneity?. (2005). Guvenen, Fatih.
In: Finance.
RePEc:wpa:wuwpfi:0507009.

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Cited: 19

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Cites: 36

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Cocites: 50

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  1. The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26974.

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  2. Habit formation heterogeneity: Implications for aggregate asset pricing. (2012). Grishchenko, Olesya ; Dubin, Eduard ; Kartashov, Vasily .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-07.

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  3. Portfolio inertia and the equity premium. (2009). Lopez-Salido, David ; Gust, Christopher.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:984.

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  4. Monetary Policy, Velocity, and the Equity Premium. (2009). Lopez-Salido, David ; Gust, Christopher.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7388.

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  5. Information Heterogeneity in the Macroeconomy. (2008). Young, Eric ; Porapakkarm, Ponpoje.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:67.

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  6. Yooung, Old, Conservative and Bold: The implications of finite lives and heterogeneity for asset prices. (2008). Panageas, Stavros ; Garleanu, Nicolae.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:409.

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  7. Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences. (2008). Clementi, Gian Luca ; Castro, Rui ; Campanale, Claudio.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2008-14.

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  8. Asset Pricing in a Production Economy with Chew-Dekel Preferences. (2007). Castro, Rui ; Clementi, Gian Luca ; Campanale, Claudio.
    In: Working Paper series.
    RePEc:rim:rimwps:07_07.

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  9. Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences. (2007). Castro, Rui ; Campanale, Claudio ; Clementi, Gian Luca.
    In: 2007 Meeting Papers.
    RePEc:red:sed007:503.

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  10. Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy. (2007). Michaelides, Alexander ; Gomes, Francisco ; Polkovnichenko, Valery .
    In: 2007 Meeting Papers.
    RePEc:red:sed007:191.

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  11. Asset Pricing with Idiosyncratic Risk and Overlapping Generations. (2007). Yaron, Amir ; Telmer, Chris ; Storesletten, Kjetil.
    In: Review of Economic Dynamics.
    RePEc:red:issued:06-70.

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

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  13. Earnings Inequality and the Equity Premium. (2007). Walentin, Karl.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0215.

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  14. Asymmetric stock market volatility and the cyclical behavior of expected returns. (2007). Mele, Antonio.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:86:y:2007:i:2:p:446-478.

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  15. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents. (2007). Michaelides, Alexander ; Gomes, Francisco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6136.

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  16. Are Economists More Likely to Hold Stocks?. (2007). Joensen, Juanna ; Christiansen, Charlotte ; Rangvid, Jesper .
    In: CREATES Research Papers.
    RePEc:aah:create:2007-08.

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  17. MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS. (2006). Constantinides, George.
    In: Manchester School.
    RePEc:bla:manchs:v:74:y:2006:i:s1:p:1-23.

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  18. Do Stockholders Share Risk More Effectively Than Non- stockholders?. (2005). Guvenen, Fatih.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0508006.

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  19. Direct Preference for Wealth in Aggregate Household Portfolio. (2005). St-Amour, Pascal.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:05.04.

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