Reference health
Consumption Risk and the Cross-Section of Option Returns
32/32 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 32 checked references that resolve
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1016/0304-405x(79)90016-3
An intertemporal asset pricing model with stochastic consumption and investment opportunities
resolves10.1016/j.jfineco.2012.11.010
Cross section of option returns and idiosyncratic stock volatility
resolves10.2307/1913778
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.1111/j.1540-6261.2007.01253.x
Lazy Investors, Discretionary Consumption, and the Cross‐Section of Stock Returns
resolves10.1162/003465399558472
Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle
resolves10.1086/323282
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
resolves10.1257/aer.90.5.1464
Output Fluctuations in the United States: What Has Changed Since the Early 1980's?
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
The 2 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref28
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