[go: up one dir, main page]

create a website
Household Portfolio Choice Before and After a House Purchase. (2019). Zhou, Jie ; Lyng, Ran S.
In: Departmental Working Papers.
RePEc:win:winwop:2019-04.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 29

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. (2001): “Homeownership, Committed Expenditure Risk, and the Stockholding Puzzle,” Oxford Economic Papers, 53(2), 241–259.
    Paper not yet in RePEc: Add citation now
  2. Alan, S. (2006): “Entry Costs and Stock Market Participation over the Life Cycle,” Review of Economic Dynamics, 9(4), 588–611.

  3. Basak, S., and D. Cuoco (1998): “An Equilibrium Model with Restricted Stock Market Participation,” Review of Financial Studies, 11(2), 309–341.

  4. Basten, C., A. Fagereng, and K. Telle (2016): “Saving and Portfolio Allocation Before and After Job Loss,” Journal of Money, Credit and Banking, 48(2-3), 293–324.

  5. Becker, T. A., and R. Shabani (2010): “Outstanding Debt and Household Portfolio,” Review of Financial Studies, 23(7), 2900–2934.

  6. Campbell, J. (2006): “Household Finance,” Journal of Finance, 61(4), 1553–1604.

  7. Chetty, R., and A. Szeidl (2007): “Consumption Commitments and Risk Preferences, ” Quarterly Journal of Economics, 122(2), 831–877.

  8. Christiansen, C., J. S. Joensen, and J. Rangvid (2008): “Are Economists More Likely to Hold Stocks?,” Review of Finance, 12(3), 465–496.

  9. Cocco, J. (2005): “Portfolio Choice in the Presence of Housing,” Review of Financial Studies, 18(2), 535–567.

  10. Cocco, J., F. Gomes, and P. Maenhout (2005): “Consumption and Portfolio Choice over the Life-Cycle,” Review of Financial Studies, 18(2), 491–533.

  11. Davis, S. J., and T. M. von Wachter (2011): “Recessions and the Cost of Job Loss,” Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, 43(2 (Fall), 1–72.

  12. Flavin, M., and T. Yamashita (2002): “Owner-Occupied Housing and the Composition of the Household Portfolio,” American Economic Review, 92(1), 345–362.

  13. Fratantoni, M. C. (1998): “Homeownership and Investment in Risky Assets,” Journal of Urban Economics, 44(1), 27–42.

  14. Gomes, F., and A. Michaelides (2005): “Optimal Life Cycle Asset Allocation: Understanding the Empirical Evidence,” Journal of Finance, 60(2), 869–904.

  15. Grossman, S. J., and G. Laroque (1990): “Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods,” Econometrica, 58(1), 25–51.

  16. Grossman, S. J., and J.-L. Vila (1992): “Optimal Dynamic Trading with Leverage Constraints,” Journal of Financial and Quantitative Analysis, 27(2), 151–168.

  17. Guiso, L., and P. Sodini (2013): “Household Finance: An Emerging Field,” in Handbook of the Economics of Finance, ed. by G. M. Constantinides, M. Harris, and R. M.

  18. Guiso, L., M. Haliassos, and T. Jappelli (eds.) (2002): Household Portfolios. MIT Press.
    Paper not yet in RePEc: Add citation now
  19. Haliassos, M., and A. Michaelides (2003): “Portfolio Choice and Liquidity Constraints, ” International Economic Review, 44(1), 143–177.

  20. Heaton, J., and D. Lucas (2000): “Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk,” Journal of Finance, 55, 1163–1198.

  21. Hu, X. (2005): “Portfolio Choices for Homeowners,” Journal of Urban Economics, 58(1), 114–136.

  22. Kahneman, D., and A. Tversky (1979): “Prospect Theory: An Analysis of Decision Under Risk,” Econometrica, XLVII, 263–91.

  23. Paxson, C. (1990): “Borrowing Constraints and Portfolio Choice,” Quarterly Journal of Economics, 105(2), 535–543.

  24. Rasmussen, K. M., C. A. Madsen, and R. Poulsen (2014): “Can Home-owners Benefit from Stochastic Programming Models? A Sstudy of Mortgage Choice in Denmark, ” Computational Management Science, 11(1-2), 5–23.

  25. Teplá, L. (2000): “Optimal Portfolio Policies with Borrowing and Shortsale Constraints, ” Journal of Economic Dynamics and Control, 24, 1623–1639.
    Paper not yet in RePEc: Add citation now
  26. Vissing-Jorgensen, A. (2002): “Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures,” NBER Working Paper No. 8884.

  27. Willemann, S., and M. Svenstrup (2006): “Reforming Housing Finance,” Journal of Real Estate Research.

  28. Yamashita, T. (2003): “Owner-occupied Housing and Investment in Stocks: An Empirical Test,” Journal of Urban Economics, 53(2), 220–237.

  29. Yao, R., and H. Zhang (2005): “Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints,” Review of Financial Studies, 18(1), 197–

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial literacy, housing value and household financial market participation: Evidence from urban China. (2019). Deng, Xiaojun ; Zou, Jing .
    In: China Economic Review.
    RePEc:eee:chieco:v:55:y:2019:i:c:p:52-66.

    Full description at Econpapers || Download paper

  2. Household Portfolio Choice Before and After a House Purchase. (2019). Zhou, Jie ; Lyng, Ran Sun.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2019-01.

    Full description at Econpapers || Download paper

  3. Household Stock Market Participation During the Great Financial Crisis. (2018). Zhou, Jie.
    In: Departmental Working Papers.
    RePEc:win:winwop:2018-02.

    Full description at Econpapers || Download paper

  4. Financial Literacy, Human Capital and Stock Market Participation in Europe. (2018). Spataro, Luca ; Thomas, Ashok.
    In: Journal of Family and Economic Issues.
    RePEc:kap:jfamec:v:39:y:2018:i:4:d:10.1007_s10834-018-9576-5.

    Full description at Econpapers || Download paper

  5. Demographic Factors Affecting U.S. Households¡¯ Investment in Stocks. (2018). Guragai, Binod ; Peabody, Drew S.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:10:y:2018:i:4:p:112-122.

    Full description at Econpapers || Download paper

  6. The determinants of retail trading activity in emerging markets: A cross-market analysis. (2018). Alderighi, Stefano.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:37:y:2018:i:c:p:152-167.

    Full description at Econpapers || Download paper

  7. The redistributive effects of bank capital regulation. (2018). Petriconi, Silvio ; Marquez, Roberto ; Carletti, Elena.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp18102.

    Full description at Econpapers || Download paper

  8. On the Asset Allocation of a Default Pension Fund. (2017). Vestman, Roine ; Setty, Ofer ; Dahlquist, Magnus.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:255.

    Full description at Econpapers || Download paper

  9. A note on how to enhance liquidity in emerging markets by levering on trading participants. (2017). Alderighi, Stefano.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-17-00648.

    Full description at Econpapers || Download paper

  10. Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards. (2017). Welte, Angelika ; Smith, Gregor ; Schmidt-Dengler, Philipp ; Huynh, Kim.
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-8.

    Full description at Econpapers || Download paper

  11. Household Finance over the Life-Cycle: What does Education Contribute?. (2016). Zhu, Guozhong ; Cooper, Russell.
    In: Review of Economic Dynamics.
    RePEc:red:issued:14-318.

    Full description at Econpapers || Download paper

  12. Long-Term Government Debt and Household Portfolio Composition. (2016). Tischbirek, Andreas.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:16.17.

    Full description at Econpapers || Download paper

  13. On the Asset Allocation of a Default Pension Fund. (2016). Vestman, Roine ; Setty, Ofer ; Dahlquist, Magnus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11052.

    Full description at Econpapers || Download paper

  14. Household Portfolios in a Secular Stagnation World: Evidence from Japan. (2016). Nikolov, Kalin ; Michaelides, Alexander ; Aoki, Kosuke .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp16e04.

    Full description at Econpapers || Download paper

  15. Optimal Savings for Retirement: The Role of Individual Accounts. (2015). Scholl, Almuth ; le Blanc, Julia.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1510.

    Full description at Econpapers || Download paper

  16. Household Stockholding Behavior During the Great Financial Crisis. (2015). Zhou, Jie.
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-15.

    Full description at Econpapers || Download paper

  17. Institutional Reform and Depositors’ Portfolio Choice: Evidence from Censored Quantile Regressions. (2014). Berlemann, Michael ; Luik, Marc-Andre .
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100291.

    Full description at Econpapers || Download paper

  18. Riding the Bubble? Chasing Returns into Illiquid Assets. (2014). Yagan, Danny.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20360.

    Full description at Econpapers || Download paper

  19. Institutional Reform and Depositors Portfolio Choice - Evidence from Censored Quantile Regressions. (2014). Berlemann, Michael ; Luik, Marc-Andre .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4782.

    Full description at Econpapers || Download paper

  20. Asset market participation and portfolio choice over the life-cycle. (2013). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: Discussion Papers.
    RePEc:ssb:dispap:758.

    Full description at Econpapers || Download paper

  21. Life Cycle Uncertainty and Portfolio Choice Puzzles. (2013). Hong, Jay ; Chang, Yongsung ; Karabarbounis, Marios.
    In: 2013 Meeting Papers.
    RePEc:red:sed013:595.

    Full description at Econpapers || Download paper

  22. Asset Market Participation and Portfolio Choice over the Life-Cycle. (2013). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2013/07.

    Full description at Econpapers || Download paper

  23. Asset Market Participation and Portfolio Choice over the Life-Cycle. (2013). Guiso, Luigi ; Gottlieb, Charles ; Fagereng, Andreas.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1326.

    Full description at Econpapers || Download paper

  24. Structural estimation of stock market participation costs. (2013). Khorunzhina, Natalia.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2928-2942.

    Full description at Econpapers || Download paper

  25. Heterogeneity in Labor Supply Elasticity and Optimal Taxation. (2012). Karabarbounis, Marios.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:655.

    Full description at Econpapers || Download paper

  26. Investment Decisions in Retirement: The Role of Subjective Expectations. (2012). Meijer, Erik ; Hurd, Michael ; Angrisani, Marco.
    In: Working Papers.
    RePEc:mrr:papers:wp274.

    Full description at Econpapers || Download paper

  27. Consumption smoothing and portfolio rebalancing: The effects of adjustment costs. (2012). Zhu, Guozhong ; Cooper, Russell ; Bonaparte, Yosef.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:8:p:751-768.

    Full description at Econpapers || Download paper

  28. Life-cycle stock market participation in taxable and tax-deferred accounts. (2012). Zhou, Jie.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:11:p:1814-1829.

    Full description at Econpapers || Download paper

  29. Subprime Consumer Credit Demand: Evidence from a Lenders Pricing Experiment. (2012). Alan, Sule ; Loranth, Gyongyi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9210.

    Full description at Econpapers || Download paper

  30. The Effect of Education on Equity Holdings. (2012). Sorensen, Bent ; Luengo-Prado, Maria ; Hryshko, Dmytro.
    In: The B.E. Journal of Economic Analysis & Policy.
    RePEc:bpj:bejeap:v:12:y:2012:i:1:n:10.

    Full description at Econpapers || Download paper

  31. Optimal savings for retirement: The role of individual accounts and disaster expectations. (2011). Scholl, Almuth ; le Blanc, Julia.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201133.

    Full description at Econpapers || Download paper

  32. Household Portfolios and Risk Bearing over Age and Time. (2011). Miniaci, Raffaele ; Bucciol, Alessandro.
    In: Working Papers.
    RePEc:ver:wpaper:15/2011.

    Full description at Econpapers || Download paper

  33. Can the Life Insurance Market Provide Evidence for a Bequest Motive?. (2011). Michaelides, Alexander ; Inkmann, Joachim.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:108.

    Full description at Econpapers || Download paper

  34. Dynamic Stock Market Participation of Households. (2011). Khorunzhina, Natalia.
    In: MPRA Paper.
    RePEc:pra:mprapa:35310.

    Full description at Econpapers || Download paper

  35. Do Disaster Expectations Explain Household Portfolios?. (2011). Alan, Sule.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1127.

    Full description at Econpapers || Download paper

  36. Subprime consumer credit demand: evidence from a lenders pricing experiment. (2011). Alan, Sule ; Loranth, Gyongyi ; Dumitrescu, Ruxandra .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111304.

    Full description at Econpapers || Download paper

  37. Subprime Consumer Credit Demand: Evidence from a Lender?sPricing Experiment. (2011). Alan, Sule ; Loranth, Gyongyi ; Dumitrescu, Ruxandra .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp060.

    Full description at Econpapers || Download paper

  38. Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation. (2010). Browning, Martin ; Alan, Sule.
    In: Review of Economic Studies.
    RePEc:oup:restud:v:77:y:2010:i:4:p:1231-1261.

    Full description at Econpapers || Download paper

  39. Quantifying the Distortionary Fiscal Cost of ‘The Bailout’. (2010). Michaelides, Alexander ; Gomes, Francisco ; Polkovnichenko, Valery .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7941.

    Full description at Econpapers || Download paper

  40. How Deep is the Annuity Market Participation Puzzle?. (2010). Michaelides, Alexander ; Inkmann, Joachim ; Lopes, Paula .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7940.

    Full description at Econpapers || Download paper

  41. The Effect of Education on Equity Holdings. (2010). Sorensen, Bent ; Luengo-Prado, Maria ; Hryshko, Dmytro.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7844.

    Full description at Econpapers || Download paper

  42. How deep is the annuity market participation puzzle?. (2009). Michaelides, Alexander ; Inkmann, Joachim ; Lopes, Paula .
    In: 2009 Meeting Papers.
    RePEc:red:sed009:239.

    Full description at Econpapers || Download paper

  43. Optimal Savings with Taxable and Tax-Deferred Accounts. (2009). Polkovnichenko, Valery ; Michaelides, Alexander ; Gomes, Francisco.
    In: Review of Economic Dynamics.
    RePEc:red:issued:07-198.

    Full description at Econpapers || Download paper

  44. Computable Stochastic Equilibrium Models and Their Use in Pension- and Ageing Research. (2009). Fehr, Hans.
    In: De Economist.
    RePEc:kap:decono:v:157:y:2009:i:4:p:359-416.

    Full description at Econpapers || Download paper

  45. Quantifying the Distortionary Fiscal Cost of ‘The Bailout’. (2009). Polkovnichenko, Valery ; Michaelides, Alexander ; Gomes, Francisco.
    In: Working Papers.
    RePEc:cyb:wpaper:2009-6.

    Full description at Econpapers || Download paper

  46. Equilibrium Security Prices with Capital Income Taxes and an Exogenous Interest Rate. (2008). Schwetzler, Bernhard ; Rapp, Marc Steffen.
    In: FinanzArchiv: Public Finance Analysis.
    RePEc:mhr:finarc:urn:sici:0015-2218(200809)64:3_334:espwci_2.0.tx_2-.

    Full description at Econpapers || Download paper

  47. Asset Pricing with Limited Risk Sharing and Heterogeneous Agents. (2007). Michaelides, Alexander ; Gomes, Francisco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6136.

    Full description at Econpapers || Download paper

  48. Tax Incentives and Household Portfolios: A Panel Data Analysis. (2006). Leth-Petersen, Søren ; Alan, Sule ; Søren Leth-Petersen, .
    In: Social and Economic Dimensions of an Aging Population Research Papers.
    RePEc:mcm:sedapp:163.

    Full description at Econpapers || Download paper

  49. Financial Markets Incompleteness and Inequality Over the Life-Cycle. (2006). Ruiz-Tagle, Jaime.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:405.

    Full description at Econpapers || Download paper

  50. Social Inequalities and Macroeconomic Instability. (2002). Ismael, Mohanad.
    In: EcoMod2009.
    RePEc:ekd:000215:21500044.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-21 11:56:07 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.