An Empirical Investigation of the Campbell-Cochrane Habit Utility Model Article

Lawrence, Edward R, Geppert, John, Prakash, Arun J. (2009). An Empirical Investigation of the Campbell-Cochrane Habit Utility Model . Journal of Business Finance & Accounting, 36(5-6), 774-791. 10.1111/j.1468-5957.2009.02134.x

keywords

  • Burnside test
  • Business & Economics
  • Business, Finance
  • CONSUMPTION
  • Campbell Cochrane habit utility model
  • EXPLANATION
  • HANSEN-JAGANNATHAN BOUNDS
  • Hansen Jagannathan bounds
  • MARKET DATA
  • Social Sciences
  • TESTS
  • external habit utility
  • stochastic discount factor

Digital Object Identifier (DOI)

start page

  • 774

end page

  • 791

volume

  • 36

issue

  • 5-6