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 7406; Working paper series (National Bureau of Economic Research) -- working paper no. 7406.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 48
Subjects: Assets (Accounting) -- Prices.; Consumption (Economics); Capital market.; Monte Carlo method.
Notes: "October 1999."

JEL no. G12, D91, E21.

Includes bibliographical references (p. 30-33).

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