{"product_id":"essays-on-consumption-and-expected-motohiro-yogo-9783639068566","title":"Essays on Consumption and Expected Returns","description":"This thesis consists of three essays on the relationship between con-sumption, the business cycle, and expected returns on financial assets. The first essay is \"A Consumption-Based Explanation of Expected Stock Returns\". A revised version of the essay was published in The Journal of Finance 61:2 (April 2006), pp. 539-580. The second essay is \"Esti-mating the Elasticity of Intertemporal Substitution When Instruments Are Weak\". The essay was published in The Review of Economics and Statistics 86:3 (August 2004), pp. 797-810. The third essay is \"Efficient Tests of Stock Return Predictability\", coauthored by John Y. Campbell. A revised version of the essay was published in the Journal of Financial Economics 81:1 (July 2006), pp. 27-60. The thesis was awarded the 2005 Zellner Thesis Award in Business and Economic Statistics by the American Statistical Association.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Motohiro Yogo\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3639068564\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783639068566\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e VDM Verlag Dr. Mueller E.K.\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 07\/30\/2008\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 164\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.50lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.35d","brand":"Motohiro Yogo","offers":[{"title":"Paperback","offer_id":48440344903935,"sku":"9783639068566","price":73.44,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_27d6d916-49b5-48ed-a3cb-64ded3f4468a.jpg?v=1777181826","url":"https:\/\/www.whiterainbookhouse.com\/products\/essays-on-consumption-and-expected-motohiro-yogo-9783639068566","provider":"WR Book House","version":"1.0","type":"link"}