Qiang Dai

Braid Capital Pte Ltd.

CEO/CIO

Singapore

SCHOLARLY PAPERS

1

DOWNLOADS

97

CITATIONS

2

Scholarly Papers (1)

An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation

FEDS Working Paper No. 2011-47
Number of pages: 41 Posted: 11 Nov 2011 Last Revised: 20 Aug 2012
Qiang Dai and Olesya V. Grishchenko
Braid Capital Pte Ltd. and Board of Governors of the Federal Reserve System
Downloads 50 (389,929)
Citation 2

Abstract:

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consumption-based asset pricing models, habit formation, stochastic internal habit, aggregate equity and bond returns

An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation

Quarterly Journal of Finance, Forthcoming
Number of pages: 42 Posted: 12 Jun 2012 Last Revised: 12 Aug 2014
Qiang Dai and Olesya V. Grishchenko
Braid Capital Pte Ltd. and Board of Governors of the Federal Reserve System
Downloads 47 (400,713)

Abstract:

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asset pricing, consumption-based asset pricing models, habit formation, stochastic internal habit, aggregate equity and bond returns