RISK-AVERSION AND THE DISPERSION OF ASSET PRICES

[1] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[2] THE MONETARY APPROACH TO EXCHANGE-RATE IN AN EFFICIENT FOREIGN-EXCHANGE MARKET - TESTS BASED ON VOLATILITY [J]. JOURNAL OF FINANCE, 1981, 36 (01) : 31 - 41

[3] KEYNES JM, 1936, GENERAL THEORY EMPLO

[4] LACIVITA CJ, 1981, THESIS U CALIFORNIA

[5] THE PRESENT-VALUE RELATION - TESTS BASED ON IMPLIED VARIANCE BOUNDS [J]. ECONOMETRICA, 1981, 49 (03) : 555 - 574

[6] LEROY SF, 1971, THESIS U PENNSYLVANI

[7] LEROY SF, 1980, 7956 U CHIC CTR MATH

[8] LEROY SF, 1980, EXPECTATIONS MODELS

[9] LeRoy StephenF., 1973, INT ECON REV, V14, P436, DOI [10.2307/2525932, DOI 10.2307/2525932]

[10] ASSET PRICES IN AN EXCHANGE ECONOMY [J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445

[1] GROSSMAN SJ, 1981, AM ECON REV, V71, P222

[2] THE MONETARY APPROACH TO EXCHANGE-RATE IN AN EFFICIENT FOREIGN-EXCHANGE MARKET - TESTS BASED ON VOLATILITY [J]. JOURNAL OF FINANCE, 1981, 36 (01) : 31 - 41

[3] KEYNES JM, 1936, GENERAL THEORY EMPLO

[4] LACIVITA CJ, 1981, THESIS U CALIFORNIA

[5] THE PRESENT-VALUE RELATION - TESTS BASED ON IMPLIED VARIANCE BOUNDS [J]. ECONOMETRICA, 1981, 49 (03) : 555 - 574

[6] LEROY SF, 1971, THESIS U PENNSYLVANI

[7] LEROY SF, 1980, 7956 U CHIC CTR MATH

[8] LEROY SF, 1980, EXPECTATIONS MODELS

[9] LeRoy StephenF., 1973, INT ECON REV, V14, P436, DOI [10.2307/2525932, DOI 10.2307/2525932]

[10] ASSET PRICES IN AN EXCHANGE ECONOMY [J]. ECONOMETRICA, 1978, 46 (06) : 1429 - 1445