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Luxury Goods and the Equity Premium. (2004). Yogo, Motohiro ; Parker, Jonathan ; Ait-Sahalia, Yacine ; Yacine Aït-Sahalia, .
In: Journal of Finance.
RePEc:bla:jfinan:v:59:y:2004:i:6:p:2959-3004.

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  2. Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation. (2019). Roll, Richard ; Pukthuanthong, Kuntara ; Noh, Joonki ; Jegadeesh, Narasimhan ; Wang, Junbo.
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  4. New goods and asset prices. (2019). Scanlon, Paul.
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  5. The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests. (2019). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J.
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  6. Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets. (2018). Levy, Daniel ; Snir, Avichai.
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  7. The Predictive Value of Inequality Measures for Stock Returns: An Analysis of Long-Span UK Data Using Quantile Random Forests. (2018). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J.
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  8. Consumption-based capital asset pricing models: issues and controversies. (2018). Choi, Wonnho .
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  9. The Fundamental Equity Premium and Ambiguity Aversion in an International Context. (2018). Yuan, Shuonan ; Rieger, Marc Oliver ; Ngo, Minh Hai.
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  10. Capital Share Risk in U.S. Asset Pricing. (2018). Lettau, Martin ; Ma, Sai ; Ludvigson, Sydney.
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  11. Global Banking, Trade, and the International Transmission of the Great Recession. (2018). Enders, Zeno ; Born, Alexandra.
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  12. Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?. (2017). GUPTA, RANGAN ; JAWADI, Fredj ; Christou, Christina.
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  13. Will Technological Change Save the World? The Rebound Effect in International Transfers of Technology. (2017). Swanson, Timothy ; Sarr, Mare.
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  16. Pump up the Volume: Income Risk and Counter-cyclical Asset Trading. (2016). Sarolli, Gian Domenico .
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  17. Productivity Growth and Interest Rate Trends: A Long-Run Analysis. (2016). Stolyarov, Dmitriy.
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  18. Household Production and Asset Prices. (2016). Da, Zhi ; Yun, Hayong ; Yang, Wei.
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:2:p:387-409.

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  19. Beauty is in the bid of the beholder: An empirical basis for style. (2016). Goetzmann, William N ; Walden, Johan ; Maggioni, Mauro ; Jones, Peter W.
    In: Research in Economics.
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  20. The price of wine. (2015). Rousseau, Peter ; Dimson, Elroy ; Spaenjers, Christophe.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:118:y:2015:i:2:p:431-449.

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  21. Complete and incomplete financial markets in multi-good economies. (2015). Heyerdahl-Larsen, Christian ; Ehling, Paul.
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    RePEc:eee:jetheo:v:160:y:2015:i:c:p:438-462.

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  22. The economics of aesthetics and record prices for art since 1701. (2015). Goetzmann, William ; Mamonova, Elena ; Spaenjers, Christophe.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:57:y:2015:i:c:p:79-94.

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  23. Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing. (2015). Ma, Sai ; Ludvigson, Sydney ; Lettau, Martin.
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  24. Luxury Consumption, Precautionary Savings and Wealth Inequality. (2015). Campanale, Claudio.
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    RePEc:cca:wpaper:423.

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  25. Bubbles and Trading Frenzies : Evidence from the Art Market. (2014). Renneboog, Luc ; Penasse, Julien ; Penasse, J. N. G., ; Renneboog, L. D. R., .
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  26. Bubbles and Trading Frenzies : Evidence from the Art Market. (2014). Renneboog, Luc ; Penasse, Julien ; Penasse, J. N. G., ; Renneboog, L. D. R., .
    In: Discussion Paper.
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  27. Do Macroeconomic Variables Influence Domestic Stock Market Price Behaviour in Emerging Markets? A Johansen Cointegration Approach to the Botswana Stock Market. (2014). Sikalao-Lekobane, Onneetse L.
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  28. Capital Share Risk in U.S. Asset Pricing. (2014). Ma, Sai ; Ludvigson, Sydney ; Lettau, Martin.
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  29. The Economics of Aesthetics and Three Centuries of Art Price Records. (2014). Goetzmann, William ; Spaenjers, Christophe ; Mamonova, Elena .
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  30. Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946. (2014). Pouget, Sébastien ; Goetzmann, William ; le Bris, David.
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  31. Affect versus Cognition in the Chain from Perceived Quality to Customer Loyalty: The Roles of Product Beliefs and Experience. (2014). Frank, Bjorn ; Schvaneveldt, Shane J ; Enkawa, Takao ; Torrico, Boris Herbas .
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  33. Art as a Wartime Investment: Conspicuous Consumption and Discretion. (2013). OOSTERLINCK, Kim.
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  34. Buying Beauty: On Prices and Returns in the Art Market. (2013). Renneboog, Luc ; Spaenjers, Christophe.
    In: Management Science.
    RePEc:inm:ormnsc:v:59:y:2013:i:1:p:36-53.

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  35. Brand perception, cash flow stability, and financial policy. (2013). Larkin, Yelena .
    In: Journal of Financial Economics.
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  36. The inefficiency of refinancing: Why prepayment penalties are good for risky borrowers. (2013). Tchistyi, Alexei ; Piskorski, Tomasz ; Mayer, Chris .
    In: Journal of Financial Economics.
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  37. Incomplete markets, liquidation risk, and the term structure of interest rates. (2013). Ragot, Xavier ; Challe, Edouard ; le Grand, Franois ; Legrand, Franois .
    In: Journal of Economic Theory.
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  38. Long-run risk and hidden growth persistence. (2013). Pakoš, Michal ; Pakos, Michal.
    In: Journal of Economic Dynamics and Control.
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  39. Real Estate Prices During the Roaring Twenties and the Great Depression. (2013). Scherbina, Anna ; Nicholas, Tom.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:41:y:2013:i:2:p:278-309.

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  40. The Price of Wine. (2013). Rousseau, Peter ; Dimson, Elroy ; Spaenjers, Christophe.
    In: Working Papers.
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  41. Do Margin Requirements Affect Asset Prices?. (2012). Giovannetti, Bruno ; Martins, Guilherme B..
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  42. Variance bounds on the permanent and transitory components of stochastic discount factors. (2012). Chabi-Yo, Fousseni ; Bakshi, Gurdip .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:1:p:191-208.

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  43. Hard assets: The returns on rare diamonds and gems. (2012). Renneboog, Luc ; Spaenjers, Christophe.
    In: Finance Research Letters.
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  44. WAS LUXURY LITTLE RESEARCHED? AN EXPLORATION OF STUDIES AND RESEARCH TRENDS IN THE AREA OF MARKETING OF LUXURY GOODS, BEFORE 2005. (2012). Alexandra M. DRULE TIRCA, ; Ciornea, Raluca ; BACILA, Mihai F. ; POP, Marius D..
    In: Management and Marketing Journal.
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  45. Essays in alternative investments. (2011). Spaenjers, C..
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    RePEc:tiu:tiutis:8c51041f-6a63-451f-b7f4-8c8091e6f6cd.

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  46. Global Banking and International Business Cycles. (2011). Kollmann, Robert.
    In: 2011 Meeting Papers.
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  47. 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.
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  48. Global banking and international business cycles. (2011). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Mueller, Gernot J..
    In: Globalization Institute Working Papers.
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  49. 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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  50. Ex post: The investment performance of collectible stamps. (2011). Dimson, Elroy ; Spaenjers, Christophe.
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  51. Global banking and international business cycles. (2011). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Muller, Gernot J..
    In: European Economic Review.
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  52. Testing for weak identification in possibly nonlinear models. (2011). Rossi, Barbara ; Inoue, Atsushi.
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  53. Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors. (2011). Chabi-Yo, Fousseni ; Bakshi, Gurdip .
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  54. Understanding the role of attitude components in co-branding: an application to high-tech, luxury co-branded products. (2011). Lado, Nora ; Olivares, Alberto Maydeu ; Ho, Han Chiang ; Cesaroni, Fabrizio .
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  55. Art and Money. (2010). Renneboog, Luc ; Goetzmann, William ; Spaenjers, Christophe.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2426.

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  56. Art and Money. (2010). Renneboog, Luc ; Goetzmann, William ; Spaenjers, C. ; Renneboog, L. D. R., .
    In: Discussion Paper.
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  57. Why Do Household Portfolio Shares Rise in Wealth?. (2010). Yogo, Motohiro ; Wachter, Jessica.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:23:y:2010:i:11:p:3929-3965.

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  58. The Inefficiency of Refinancing: Why Prepayment Penalties Are Good for Risky Borrowers. (2010). Mayer, Christopher ; Tchistyi, Alexei .
    In: NBER Working Papers.
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  59. Why Do Household Portfolio Shares Rise in Wealth?. (2010). Yogo, Motohiro ; Wachter, Jessica.
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  60. The cross-section of equity returns and assets’ fundamental cash-flow risk. (2010). Galsband, Victoria .
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  61. Capital taxation with entrepreneurial risk. (2010). Panousi, Vasia .
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  62. Solving exchange rate puzzles with neither sticky prices nor trade costs. (2010). Roche, Maurice ; Moore, Michael.
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  63. Do subjective expectations explain asset pricing puzzles?. (2010). Skoulakis, Georgios ; Bakshi, Gurdip .
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    RePEc:eee:jfinec:v:98:y:2010:i:3:p:462-477.

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  64. A skeptical appraisal of asset pricing tests. (2010). Shanken, Jay ; Nagel, Stefan ; Lewellen, Jonathan .
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  65. Accounting anomalies and fundamental analysis: An alternative view. (2010). Lewellen, Jonathan .
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  66. 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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  67. Global Banking and International Business Cycles. (2010). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Muller, Gernot J..
    In: Working Papers ECARES.
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  68. Global Banking and International Business Cycles. (2010). Müller, Gernot ; Kollmann, Robert ; Enders, Zeno ; Muller, Gernot.
    In: CEPR Discussion Papers.
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  69. The Market for CEO Talent: Implications for CEO Compensation. (2009). Grinstein, Yaniv ; Cremers, Martijn.
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  70. Du subjectiv expectations explain asset pricing puzzles?. (2009). Bakshi, Gurdip .
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  71. Art and Money. (2009). Renneboog, Luc ; Goetzmann, William ; Spaenjers, Christophe.
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  72. A Parsimonious Macroeconomic Model for Asset Pricing. (2009). Guvenen, Fatih.
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  73. Wealth and the capitalist spirit. (2009). Francis, Johanna.
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  74. The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy. (2009). Fernandez, Pablo ; Liechtenstein, Heinrich ; Aguirreamalloa, Javier .
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  75. Stochastic House Appreciation and Optimal Mortgage Lending. (2008). Tchistyi, Alexei ; Piskorski, Tomasz.
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  76. New Goods and Asset Prices. (2008). Scanlon, Paul .
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  77. Estimation of the consumption CAPM with imperfect sample separation information. (2008). Semenov, Andrei .
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  78. Wealth and the Capitalist Spirit. (2008). Francis, Johanna.
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  79. The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences. (2008). Isaenko, Sergei.
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  80. Willingness to pay and nuanced cultural cues: Evidence from Hong Kongs license-plate auction market. (2008). woo, chi-keung ; Lai, Aaron ; Luk, Stephen ; Horowitz, Ira.
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  81. Consumption behavior, asset returns, and risk aversion: Evidence from the Japanese household survey. (2008). Wada, Kenji ; Kubota, Keiichi ; Tokunaga, Toshifumi .
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  82. Intertemporal substitution and nonhomothetic preferences. (2008). Okubo, Masakatsu .
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  83. Wealth and the Capitalist Spirit. (2007). Francis, Johanna.
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  84. Wealth Shocks and Risk Aversion. (2007). Sousa, Ricardo.
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  85. Risk Based Explanations of the Equity Premium. (2007). Mehra, Rajnish ; Donaldson, John.
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  86. Technological innovation and real investment booms and busts. (2007). Kaniel, Ron ; DeMarzo, Peter ; Kremer, Ilan ; De Marzo, Peter.
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  87. 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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  88. A Theory of Volatility Spreads. (2006). Madan, Dilip ; Bakshi, Gurdip .
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  89. 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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  90. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steve.
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  91. A Consumption-Based Explanation of Expected Stock Returns. (2006). Yogo, Motohiro.
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  92. Learning and Asset Prices under Ambiguous Information. (2005). vanini, paolo ; Trojani, Fabio ; Leippold, Markus.
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  98. 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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