Session | ||
A3: Empirical Asset Pricing III
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Presentations | ||
Horizon effects in the pricing kernel: How investors price short-term versus long-term risks 1Rotterdam School of Management, Erasmus University, The Netherlands; 2Tilburg University, The Netherlands; 3Hamburg University, Germany Is there an Equity Duration Premium? 1Vienna Graduate School of Finance, Austria; 2Vienna University of Economics and Business, Austria Subjective expectations and house prices 1Aarhus University, Denmark; 2Norges Bank Investment Management, Norway |