General equilibrium asset pricing model: three applications to land markets
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- Type
- dissertation
- Published
- 1991-01-01
- Cited by
- 0
- References
- 61
- Access
- Open access
- OpenAlex
- https://openalex.org/W85885073
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:151176898
Keywords
Cointegration, Economics, Economic rent, Speculation, Empirical evidence
References
- Cash and Share Renting: An Empirical Test of the Link Between Entrepreneurial Ability and Contractual Choice
- competitive firm's response to risk
- Investing in farmland : a complete guide to evaluating, financing & managing income-producing farm properties
- The consumption based asset pricing model: A note on potential tests and applications
- Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends
- The Efficiency of the Market for Single-Family Homes
- Efficiency of the Market for Residential Real Estate
- The Determinants of the Variability of Stock Market Prices
- Financial asset pricing theory: a review of recent developments
- Explosive Rational Bubbles in Stock Prices
- Risk Premiums in the Term Structure: Evidence from Artificial Economies
- Risk and Return: Consumption versus Market Beta
- Asset Prices in a Production Economy
- The Theory of Rational Bubbles in Stock Prices
- Stock Prices and Social Dynamics
- Distribution of the Estimators for Autoregressive Time Series with a Unit Root
- Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets
- Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
- Estimation for Autoregressive Processes with Unit Roots
- Stochastic inflation and the equity premium
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