What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models
The Review of Financial Studies, Volume 30, Issue 2, Pages 442–504.
The Review of Financial Studies, Volume 30, Issue 2, Pages 442–504.
Journal of Finance, 71(6), 2933-2966.
Journal of International Economics, Volume 99, Supplement 1, Pages S78-S96.
Review of Financial Studies, 28 (12): 3303-3337.