Consumption risk and expected stock returns
By: Jonathan A. Parker.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- no. 9548.; Working paper series (National Bureau of Economic Research) -- working paper no. 9548.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 13
Subjects: Consumption (Economics) -- Mathematical models; Stocks -- Prices -- Mathematical models
Notes: "March 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).