Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital

By Hengjie Ai, Mariano Massimiliano Croce, Kai Li. 2013

127 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1b636ab5f82ec16472efc0647fe1f7afa4245aae

Citations in the corpus

• Technological Growth and Asset Pricing (2012, unknown): “See also the related, intangible-capital model of Ai et al. (2010). See, e.”
• A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks (2012, unknown): “(1999) assume that firms’ value is affected by productivity and discount rate shocks; Ai et al. (2011) and Ai and Kiku (2011) study models with both short-run and long-run productivity shocks. However, these papers do not focus on return comovement as their primary object of interest. Our model shar”