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Ghosh, Anisha, Julliard, Christian and Taylor, Alex. P (2016) What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models. The Review of Financial Studies . ISSN 0893-9454 (In Press)
Julliard, Christian and Ghosh, Anisha (2012) Can rare events explain the equity premium puzzle? Review of Financial Studies, 25 (10). pp. 3037-3076. ISSN 0893-9454
Constantinides, George M. and Ghosh, Anisha (2008) Asset pricing tests with long run risks in consumption growth. Discussion paper, 609. Financial Markets Group, London School of Economics and Political Science, London, UK.
Ghosh, Anisha and Linton, Oliver (2007) Consistent estimation of the risk-return tradeoff in the presence of measurement error. Discussion paper, 605. Financial Markets Group, London School of Economics and Political Science, London, UK.