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Northwestern University - Kellogg School of Management - Department of Finance
National Bureau of Economic Research (NBER)
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Innovation, patents, growth, reallocation
Asset Allocation, Liquidity, Alternative Assets, Liquidity Crises
Asset allocation, liquidity, alternative assets, liquidity crises
investment-specifc shocks, general equilibrium, asset pricing, cross-sectional tests, real investment opportunity set
Investment, idiosyncratic risk, managerial ownership
stock returns, investment, firm characteristics, predictability, value premium
Factor analysis, identification, heteroscedasticity
Limits to arbitrage, inefficient markets, financial relationships
Misallocation, Adverse Selection, General Equilibrium, Convex Adjustment Costs
general equilibrium, asset pricing, innovation, risk sharing, technology shocks
Stock market returns
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This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP10351.
stock market returns
inequality, technology, executive compensation
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