Consumption habit and international stock returns

Journal of Banking and Finance

Volumn 29, Issue 3, 2005, Pages 579-601

  Li, Yuming ^a   Zhong, Maosen ^b  

^a CALIFORNIA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Consumption based CAPM; Habit formation; International asset pricing

Indexed keywords

EID: 11344269326     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(04)00049-4     Document Type: Article

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