Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
收藏NBER2004-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10503
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资源简介：
This paper studies the ability of a general class of habit-based asset pricing models to match the conditional moment restrictions implied by asset pricing theory. We treat the functional form of the habit as unknown, and to estimate it along with the rest of the model's finite dimensional
提供机构：
美国国家经济研究局
创建时间：
2004-05-01
