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Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns

Refereed Journal // 2009
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Refereed Journal // 2009

Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns

Grammig, Joachim and Andreas Schrimpf (2009), Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns, Review of Financial Economics 18(3) , 113-123

Authors Joachim Grammig // Andreas Schrimpf