{"product_id":"essays-on-consumption-and-expected-returns-9783639068566","title":"Essays on Consumption and Expected Returns","description":"\u003cp\u003e • Author(s): Motohiro Yogo\u003cbr\u003e • Publisher: VDM Verlag Dr. Mueller E.K.\u003cbr\u003e • Publisher Imprint: VDM Verlag Dr. Mueller E.K.\u003cbr\u003e • BISAC: Finance - General\u003c\/p\u003e\u003cp\u003eThis thesis consists of three essays on the relationship between con-sumption, the business cycle, and expected returns on financial assets. The first essay is \"A Consumption-Based Explanation of Expected Stock Returns\". A revised version of the essay was published in The Journal of Finance 61:2 (April 2006), pp. 539-580. The second essay is \"Esti-mating the Elasticity of Intertemporal Substitution When Instruments Are Weak\". The essay was published in The Review of Economics and Statistics 86:3 (August 2004), pp. 797-810. The third essay is \"Efficient Tests of Stock Return Predictability\", coauthored by John Y. Campbell. A revised version of the essay was published in the Journal of Financial Economics 81:1 (July 2006), pp. 27-60. The thesis was awarded the 2005 Zellner Thesis Award in Business and Economic Statistics by the American Statistical Association.\u003c\/p\u003e","brand":"VDM Verlag Dr. Mueller E.K.","offers":[{"title":"Paperback","offer_id":46886251593879,"sku":"9783639068566","price":6269.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9783639068566.webp?v=1770251059","url":"https:\/\/atlanticbooks.com\/products\/essays-on-consumption-and-expected-returns-9783639068566","provider":"Atlantic Books","version":"1.0","type":"link"}