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Risk premia and term premia in general equilibrium
8 references·16 citing·36 second hop
Risk premia and term premia in general equilibrium (1999)Risk premia and term premia in general eq…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Asset pricing in production economies (1998)Asset pricing in production e…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: …Intertemporal Asset Pricing Without Consumption Data (1992)Intertemporal Asset Pricing W…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…The equity premium: A puzzle (1985)The equity premium: A puzzleAsset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Crises and Recoveries in an Empirical Model of Consumption Disasters (2013)Crises and Recoveries in an E…Asset Prices with Heterogeneity in Preferences and Beliefs (2013)Asset Prices with Heterogenei…Asset Pricing in Production Economies with Extrapolative Expectations (2012)Asset Pricing in Production E…Disasters Implied by Equity Index Options (2011)Disasters Implied by Equity I…Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2010)Can Time-Varying Risk of Rare…The Levered Equity Risk Premium and Credit Spreads: A Unified Framework (2009)The Levered Equity Risk Premi…Natural Selection in Financial Markets: Does It Work? (2008)Natural Selection in Financia…The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (2007)The Declining Equity Premium:…Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth (2005)Using Asset Prices to Measure…Corporate earnings and the equity premium (2004)Corporate earnings and the eq…Jealousy and Equilibrium Overconsumption (2003)Jealousy and Equilibrium Over…Chapter 13 Consumption-based asset pricing (2003)Chapter 13 Consumption-based …Consumption-Based Asset Pricing (2002)Consumption-Based Asset Prici…Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices (2002)Catching Up with the Joneses:…Tax Policy and Aggregate Demand Management Under Catching Up with the Joneses (2000)Tax Policy and Aggregate Dema…Chapter 19 Asset prices, consumption, and the business cycle (1999)Chapter 19 Asset prices, cons…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Neighbors as Negatives: Relative Earnings and Well-Being (2004)Do You Enjoy Having More than Others? Survey Evidence of Positional Goods (2007)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)A Theory of the Term Structure of Interest Rates (1985)What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)There is a risk-return trade-off after all (2005)Carry Trades and Global Foreign Exchange Volatility (2012)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Time to Build and Aggregate Fluctuations (1982)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The Value Premium (2005)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Organization Capital and the Cross‐Section of Expected Returns (2013)Continuous Auctions and Insider Trading (1985)Heterogeneous Expectations and Bond Markets (2006)A Parsimonious Macroeconomic Model for Asset Pricing (2009)The Econometrics of Financial Markets (2012)Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing (2014)Neighbors as Negatives: Relative Earnings and Well-Being (2004)Running to Keep in the Same Place: Consumer Choice as a Game of Status (2004)Investor Psychology and Asset Pricing (2001)Prospect Theory and Asset Prices (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Asymmetric Volatility and Risk in Equity Markets (2000)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)
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
  • 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 Behavior1,527 cited
  • 1998Asset pricing in production economies1,083 cited
  • 1992Intertemporal Asset Pricing Without Consumption Data954 cited
  • 1994Keeping up with the Joneses: Consumption Externalities, Portfolio Choice, and Asset Prices640 cited

Cited by

  • 2000Tax Policy and Aggregate Demand Management Under Catching Up with the Joneses497 cited
  • 2002Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices437 cited
  • 2003Jealousy and Equilibrium Overconsumption377 cited
  • 2007The Declining Equity Premium: What Role Does Macroeconomic Risk Play?375 cited
  • 2013Crises and Recoveries in an Empirical Model of Consumption Disasters374 cited
  • 2010Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?349 cited
  • 2005

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

Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
338 cited
  • 2003Chapter 13 Consumption-based asset pricing320 cited
  • 1999Chapter 19 Asset prices, consumption, and the business cycle317 cited
  • 2011Disasters Implied by Equity Index Options299 cited
  • 2009The Levered Equity Risk Premium and Credit Spreads: A Unified Framework273 cited
  • 2002Consumption-Based Asset Pricing239 cited
  • 2004Corporate earnings and the equity premium217 cited
  • 2013Asset Prices with Heterogeneity in Preferences and Beliefs213 cited
  • 2012Asset Pricing in Production Economies with Extrapolative Expectations209 cited
  • 2008Natural Selection in Financial Markets: Does It Work?203 cited