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The Wharton School
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Credit Spreads, Capital Structure, Equity Premium, Predictability, General Equilibrium
Credit Spreads, Capital Structure, Equity Premium, Preictability, General Equilibrium
General equilibrium, the cross-section of returns, beta, size, book-to-market ratio, firm heterogeneity, business
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3482.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Production based asset pricing, beta, size and book-to-market factors, CAPM, business cycle properties of stock returns
Asset Pricing, Stock Returns, Book-to-market, Size, Equilibrium, Cross-section, Production, Investment, Business Cycle, Aggregation, Heterogeneity
Cash flow, Durable goods, Factor-mimicking portfolio, Input-output accounts, Stock returns
File name: DP3461.
Diversification discount, size, corporate strategy, total factor productivity, diversification
Corporate Investment, Firm Decisions, Indirect Inference
Financing constraints, production-based asset pricing, structural estimation, cyclicality, the cross-section of returns
File name: DP3495.
Production based asset pricing, financing constraints, financing premium
Cross-section of Returns, Growth Options, Financing, Leverage, Capital Structure
Expected Default, Bond Issuance, Business Cycles, Disaster Risk
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
Costly External Finance, Business Cycles, Default Premium
File name: DP3927.
Financial accelerator, business cycles, asset prices
Business-Cycle Fluctuations, Econometric Model Evaluation, Learning-by-Doing, Propagation of Shocks
File name: DP3599.
Learning by doing, business cycles, propagation, labour supply
investment, financing constraints, cash flow, Q theory, firm distribution
Debt deflation, debt overhang, monetary non-neutrality
File name: DP3546.
firm diversification, Tobin's Q, diversification discount, total factor productivity
Distress Anomaly, Asset Pricing, Bias, Nonlinear Estimation
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