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Using production based asset pricing to explain the behavior of stock returns over the business cycle

Using production based asset pricing to explain the behavior of stock returns over the business cycle

John H. Cochrane

Details

OL Work ID
OL5730925W

Subjects

Business cyclesEconometric modelsEconomic forecastingEconomic indicatorsInvestmentsMathematical modelsProduction functions (Economic theory)Rate of return

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Book data from Open Library. Cover images courtesy of Open Library.