摘要 : We propose a production-based general equilibrium model to study the link between timing of cash flows and expected returns, both in the cross-section of stocks and along the aggregate equity term structure. Our model incorporates... 展开
作者 | Ai~ Hengjie Croce~ Mariano Max Diercks~ Anthony M Li~ Kai |
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作者单位 | |
期刊名称 | 《The review of financial studies》 |
页码/总页数 | 2423-2467 / 45 |
语种 | 英语 |
DOI | 10.1093/rfs/hhy015 |
馆藏号 | F-179 |