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Equity Premia Around the World
10 references·5 citing·41 second hop
Equity Premia Around the World (2011)Equity Premia Around the WorldAre Stocks Really Less Volatile in the Long Run? (2012)Are Stocks Really Less Volati…Expected Returns (2011)Expected ReturnsThe Worldwide Equity Premium: A Smaller Puzzle (2008)The Worldwide Equity Premium:…Are Stocks Really Less Volatile in the Long Run? (2008)Are Stocks Really Less Volati…The Dog That Did Not Bark: A Defense of Return Predictability (2007)The Dog That Did Not Bark: A …Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Irrational Optimism (2004)Irrational OptimismTriumph of the Optimists (2002)Triumph of the OptimistsA Century of Purchasing-Power Parity (2002)A Century of Purchasing-Power…Pension fund board governance and asset allocation: evidence from Switzerland (2022)Pension fund board governance…Consumption Imputation Errors in Administrative Data (2021)Consumption Imputation Errors…The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time (2020)The Halloween indicator, “Sel…Modeling the response to exogenous shocks: The capital uplift rate in petroleum taxation (2017)Modeling the response to exog…The Halloween Indicator, 'Sell in May and Go Away': Everywhere and All the Time (2012)The Halloween Indicator, 'Sel…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)The equity premium: A puzzle (1985)The great reversals: the politics of financial development in the twentieth century (2003)The behavioural economics of climate change (2008)Viewpoint: Estimating the equity premium (2008)IPO Underpricing over the Very Long Run (2009)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Presidential Address: Discount Rates (2011)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Purchasing Power Parity and the Real Exchange Rate (2002)Market integration and convergence to the Law of One Price: evidence from the European car market (2004)No Price Like Home: Global House Prices, 1870–2012 (2017)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Views of Financial Economists on the Equity Premium and on Professional Controversies (2000)What Risk Premium Is “Normal”? (2002)The Equity Premium Puzzle: High Required Premium, Undervaluation and Self Fulfilling Prophecy (2008)Investment Objectives of Sovereign Wealth Funds (2011)Can Stock Investor Sentiment Be Contagious in China? (2020)Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information (2006)Dynamic Asset Allocation with Ambiguous Return Predictability (2009)Measurement Errors of Expected-Return Proxies and the Implied Cost of Capital (2011)Predictive regressions with time-varying coefficients (2012)Crises and Recoveries in an Empirical Model of Consumption Disasters (2013)Household Finance: An Emerging Field (2013)Beliefs, Doubts and Learning: Valuing Macroeconomic Risk (2007)Bayesian Portfolio Analysis (2010)Measuring Uncertainty about Long-Run Predictions (2016)The Death of Diversification Has Been GreatlyExaggerated (2012)Factor Investing in the Corporate Bond Market (2014)Nonlinear Shrinkage of the Covariance Matrix for Portfolio Selection: Markowitz Meets Goldilocks (2014)
this work references cited by second hop

References

  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 2007The Dog That Did Not Bark: A Defense of Return Predictability1,227 cited
  • 2002Triumph of the Optimists659 cited
  • 2002A Century of Purchasing-Power Parity424 cited
  • 2008The Worldwide Equity Premium: A Smaller Puzzle251 cited
  • 2012Are Stocks Really Less Volatile in the Long Run?226 cited
  • 2011Expected Returns195 cited
  • 2008Are Stocks Really Less Volatile in the Long Run?47 cited
  • 2004Irrational Optimism44 cited

Cited by

  • 2020The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time30 cited
  • 2012The Halloween Indicator, 'Sell in May and Go Away': Everywhere and All the Time20 cited
  • 2017Modeling the response to exogenous shocks: The capital uplift rate in petroleum taxation17 cited
  • 2021Consumption Imputation Errors in Administrative Data16 cited
  • 2022Pension fund board governance and asset allocation: evidence from Switzerland15 cited

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