Luxury goods and the equity premium

Y Ait‐Sahalia, JA Parker, M Yogo - The Journal of Finance, 2004 - Wiley Online Library
This paper evaluates the equity premium using novel data on the consumption of luxury
goods. Specifying utility as a nonhomothetic function of both luxury and basic consumption …

Luxury Goods and the Equity Premium

Y Ait-Sahalia, JA Parker, M Yogo - Journal of Finance, 2004 - papers.ssrn.com
This paper evaluates the equity premium using novel data on the consumption of luxury
goods. Specifying utility as a nonhomothetic function of both luxury and basic consumption …

[引用][C] Luxury Goods and the Equity Premium

Y AÏT-SAHALIA, JA PARKER, M YOGO - The Journal of Finance, 2004 - cir.nii.ac.jp

[PDF][PDF] Luxury Goods and the Equity Premium

Y AÏT-SAHALIA, JA PARKER, M YOGO - THE JOURNAL OF FINANCE, 2004 - Citeseer
This paper evaluates the equity premium using novel data on the consumption of luxury
goods. Specifying utility as a nonhomothetic function of both luxury and basic consumption …

[PDF][PDF] Luxury Goods and the Equity Premium

Y AÏT-SAHALIA, JA PARKER, M YOGO - THE JOURNAL OF …, 2004 - academia.edu
This paper evaluates the equity premium using novel data on the consumption of luxury
goods. Specifying utility as a nonhomothetic function of both luxury and basic consumption …

[PDF][PDF] Luxury Goods and the Equity Premium

Y Aït-Sahalia, JA Parker, M Yogo - 2001 - millersamuel.com
This paper evaluates the return on equity using novel data on the consumption of luxury
goods. Specifying household utility as a nonhomothetic function of the consumption of both …

Luxury Goods and the Equity Premium

Y Ait-Sahalia, JA Parker, M Yogo - 2002 - ideas.repec.org
This paper evaluates the equity premium using novel data on the consumption of luxury
goods. Specifying household utility as a nonhomothetic function of the consumption of both …

Luxury Goods and the Equity Premium

Y Ait-Sahalia, JA Parker, M Yogo - 2001 - policycommons.net
This paper evaluates the return on equity using novel data on the consumption of luxury
goods. Specifying household utility as a nonhomothetic function of the consumption of both …

[PDF][PDF] Luxury Goods and the Equity Premium

Y AÏT-SAHALIA, JA PARKER, M YOGO - THE JOURNAL OF FINANCE, 2004 - princeton.edu
This paper evaluates the equity premium using novel data on the consumption of luxury
goods. Specifying utility as a nonhomothetic function of both luxury and basic consumption …

[PDF][PDF] Luxury Goods and the Equity Premium

Y Aït-Sahalia, JA Parker, M Yogo - 2001 - users.nber.org
This paper evaluates the return on equity using novel data on the consumption of luxury
goods. Specifying household utility as a nonhomothetic function of the consumption of both …