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Asset Prices Under Habit Formation and Reference-Dependent Preferences

Yogo, Motohiro

Asset Prices Under Habit Formation and Reference-Dependent Preferences 2008 - 2008 - 131-143 V. 26 Issue. 2

Subjects--Topical Terms:
Economic Statistics

Subjects--Index Terms: Asset pricing;Consumption;Equity premium;Habit formation;Loss aversion;

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