Seasonality and Consumption-Based Asset Pricing

Abstract
This paper examines asset pricing models using NOT seasonally adjusted aggregate consumption data.
Volume
47
Page
511-552
Year
1992
Categories
Financial and Statistical Methods
Asset and Econometric Modeling
Actuarial Applications and Methodologies
Investments
Actuarial Applications and Methodologies
Valuation
Publications
Journal of Finance
Authors
Wayne Ferson
Campbell Harvey