Data & Appendix
Data & Appendix
"Asset pricing in production economies with extrapolative expectations"
Internet appendix: IA
"Short-run and long-run consumption risks, dividend processes, and asset returns"
Internet appendix: IA
"Labor-force heterogeneity and asset prices: the importance of skilled labor"
Data: Industry-level labor skill (annual 1991-2013)
"Aggregate expected investment growth and stock market returns"
Data: AEIG (monthly 195306-201511)