90
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

Individual labour income, stock prices and whom it may concern

References

  • Bernardo, A. E., and O. Ledoit. 2000. “Gain, Loss, and Asset Pricing.” Journal of Political Economy 108 (1): 144–172. doi:10.1086/262114.
  • Cochrane, J. H. 2000. “Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.” The Journal of Political Economy 108 (1): 79–119. doi:10.1086/262112.
  • Constantinidies, G. M., J. B. Donaldson, and R. Mehra. 1998. Junior Can’t Borrow: A New Perspective on the Equity Premium Puzzle. Technical Report, National Bureau of Economic Research. http://www.nber.org/papers/w6617.
  • Davis, S. J., and P. Willen. 2000. Using Financial Assets To Hedge Labor Income Risk: Estimating the Benefits. Chicago, IL: University of Chicago.
  • Huggett, M., and G. Kaplan. 2011. “Human Capital Values and Returns: Bounds Implied by Earnings and Asset Returns Data.” Journal of Economic Theory 146 (3): 897–919. doi:10.1016/j.jet.2010.09.005.
  • Jeanblanc, M., M. Yor, and M. Chesney. 2009. Mathematical Methods for Financial Markets. London: Springer-Verlag.
  • Juárez, M. A., and M. F. Steel. 2010a. “Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-T Distributions.” Journal of Business & Economic Statistics 28 (1): 52–66. doi:10.1198/jbes.2009.07145.
  • Juárez, M. A., and M. F. Steel. 2010b. “Non-Gaussian Dynamic Bayesian Modelling for Panel Data.” Journal of Applied Econometrics 25 (7): 1128–1154. doi:10.1002/jae.1113.
  • Mehra, R., and E. C. Prescott. 1985. “The Equity Premium: A Puzzle.” Journal of Monetary Economics 15 (2): 145–161. doi:10.1016/0304-3932(85)90061-3.
  • Palacios, M. 2004. Investing in Human Capital: A Capital Markets Approach to Student Funding. New York: Cambridge University Press.
  • Plummer, M. 2003. “Jags: A Program for Analysis of Bayesian Graphical Models Using Gibbs Sampling.” In Proceedings of the 3rd International Workshop on Distributed Statistical Computing, Vol. 124, 125. Vienna: Technische Universität Wien.
  • Voelzke, J. 2015. “Weakening the Gain–Loss-Ratio Measure to Make It Stronger.” Finance Research Letters 12: 58–66. doi:10.1016/j.frl.2014.11.007.
  • Wagner, G., J. R. Frick, and J. Schupp. 2007. The German Socio-Economic Panel Study (SOEP) Evolution, Scope and Enhancements. Berlin: DIW Berlin. http://www.diw-berlin.de/documents/publikationen/73/60184/diw_sp0001.pdf.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.