Asset pricing with heterogeneous consumers and limited participation
Subtitle: empirical evidence
By: Alon Brav, George M. Constantinides, Christopher C. Geczy.
Contributors: Constantinides, George M.; Géczy, Christopher C.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 8822; Working paper series (National Bureau of Economic Research) -- working paper no. 8822.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 41
Subjects: Assets (Accounting) -- Prices.; Consumption (Economics); Capital market.; Monte Carlo method.
Notes: "March 2002."

JEL no. G12, D91, E21.

Includes bibliographical references (p. 29-34).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.