SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Equity Premia with Benchmark Levels of Consumption: Closed-Form Results
16 references·1 citing·28 second hop
Equity Premia with Benchmark Levels of Consumption: Closed-Form Results (2006)Equity Premia with Benchmark Levels of Co…The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (2007)The Declining Equity Premium:…The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (2004)The Declining Equity Premium:…Jealousy and Equilibrium Overconsumption (2003)Jealousy and Equilibrium Over…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Risk premia and term premia in general equilibrium (1999)Risk premia and term premia i…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)By Force of Habit: A Consumpt…Keeping up with the Joneses: Consumption Externalities, Portfolio Choice, and Asset Prices (1994)Keeping up with the Joneses: …Asset returns and intertemporal preferences (1991)Asset returns and intertempor…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…Risk premiums in the term structure (1989)Risk premiums in the term str…Mean Reversion in Equilibrium Asset Prices (1988)Mean Reversion in Equilibrium…Dividend yields and expected stock returns (1988)Dividend yields and expected …The equity premium: A puzzle (1985)The equity premium: A puzzleAsset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle (2008)On the Relation Between the C…The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Common risk factors in the returns on stocks and bonds (1993)Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)Economic Forces and the Stock Market (1986)An Intertemporal Capital Asset Pricing Model (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Theory of the Term Structure of Interest Rates (1985)Neighbors as Negatives: Relative Earnings and Well-Being (2004)Neighbors as Negatives: Relative Earnings and Well-Being (2005)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Understanding Risk and Return (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)
this work references cited by second hop

References

  • 1985The equity premium: A puzzle5,785 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,579 cited
  • 1994Keeping up with the Joneses: Consumption Externalities, Portfolio Choice, and Asset Prices640 cited
  • 1999Risk premia and term premia in general equilibrium593 cited
  • 2007The Declining Equity Premium: What Role Does Macroeconomic Risk Play?418 cited
  • 1991Asset returns and intertemporal preferences383 cited
  • 2003Jealousy and Equilibrium Overconsumption377 cited
  • 1988Mean Reversion in Equilibrium Asset Prices293 cited
  • 1989Risk premiums in the term structure239 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2004
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
200 cited

Cited by

  • 2008On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle447 cited