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The Equity Premium
16 references·16 citing·43 second hopsampled
The Equity Premium (2000)The Equity PremiumThe great reversals: the politics of financial development in the twentieth century (2003)The great reversals: the poli…Toward an Implied Cost of Capital (2001)Toward an Implied Cost of Cap…Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)Equity Premia as Low as Three…Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)Disappearing dividends: chang…Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Valuation Ratios and the Long-Run Stock Market Outlook (1998)Valuation Ratios and the Long…Earnings and Expected Returns (1998)Earnings and Expected ReturnsPermanent and Transitory Components of GNP and Stock Prices (1994)Permanent and Transitory Comp…A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…The equity risk premium a solution (1988)The equity risk premium a sol…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Dividend yields and expected stock returns (1988)Dividend yields and expected …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …The equity premium: A puzzle (1985)The equity premium: A puzzleThe Investment, Financing, and Valuation of the Corporation (1963)The Investment, Financing, an…Equity Asset Valuation (2015)Equity Asset ValuationCAPM: An Absurd Model (2015)CAPM: An Absurd ModelParameter Learning in General Equilibrium: The Asset Pricing Implications (2012)Parameter Learning in General…Time-Varying Rare Disaster Risk and Stock Returns (2010)Time-Varying Rare Disaster Ri…Wycena papierów wartościowych na rynku kapitałowym w świetle finansów behawioralnych (2007)Wycena papierów wartościowych…Estimating the Expected Cost of Equity Capital Using Analysts’ Consensus Forecasts (2006)Estimating the Expected Cost …Idiosyncratic Risk and the Cross-Section of Stock Returns: Merton (1987) Meets Miller (1977) (2005)Idiosyncratic Risk and the Cr…Endogenous Parameter Time Series Estimation of the Ohlson Model: Linear and Nonlinear Analyses (2003)Endogenous Parameter Time Ser…Market efficiency, asset returns, and the size of the risk premium in global equity markets (2002)Market efficiency, asset retu…Low-Frequency Movements in Stock Prices: A State-Space Decomposition (2002)Low-Frequency Movements in St…How to Discount Cashflows with Time-Varying Expected Returns (2002)How to Discount Cashflows wit…Blowing Bubbles (2002)Blowing BubblesThe Equity Premium Consensus Forecast Revisited (2001)The Equity Premium Consensus …Estimating Expected Cost of Equity Capital: A Theory-Based Approach (2001)Estimating Expected Cost of E…Do Investors Expect Higher Returns From Safer Stocks Than From Riskier Stocks? (2001)Do Investors Expect Higher Re…The Declining U.S. Equity Premium (2000)The Declining U.S. Equity Pre…Risk, Return, and Equilibrium: Empirical Tests (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)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)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Common risk factors in the returns on stocks and bonds (1993)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Industry costs of equity (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Expected Stock Returns and Variance Risk Premia (2009)Presidential Address: Discount Rates (2011)The short of it: Investor sentiment and anomalies (2011)Bank Runs, Deposit Insurance, and Liquidity (1983)Legal Determinants of External Finance (1997)Law and Finance (1998)What matters for financial development? Capital controls, institutions, and interactions (2005)The Economic Consequences of Legal Origins (2008)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Disclosure, Liquidity, and the Cost of Capital (1991)The Cross-Section of Expected Stock Returns (1992)Capital markets research in accounting (2001)Differences of Opinion and the Cross Section of Stock Returns (2002)Environmental Externalities and Cost of Capital (2014)Investor Psychology and Asset Pricing (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1985The equity premium: A puzzle5,785 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 2003The great reversals: the politics of financial development in the twentieth century3,327 cited
  • 2001Disappearing dividends: changing firm characteristics or lower propensity to pay?3,039 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 2001Toward an Implied Cost of Capital2,004 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 2001Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets1,516 cited
  • 1988The equity risk premium a solution1,397 cited
  • 1963The Investment, Financing, and Valuation of the Corporation958 cited
  • 1998Valuation Ratios and the Long-Run Stock Market Outlook788 cited
  • 1998Earnings and Expected Returns635 cited

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

  • 1994Permanent and Transitory Components of GNP and Stock Prices549 cited
  • Cited by

    • 2015Equity Asset Valuation176 cited
    • 2002Low-Frequency Movements in Stock Prices: A State-Space Decomposition119 cited
    • 2010Time-Varying Rare Disaster Risk and Stock Returns115 cited
    • 2000The Declining U.S. Equity Premium109 cited
    • 2002Market efficiency, asset returns, and the size of the risk premium in global equity markets102 cited
    • 2001Do Investors Expect Higher Returns From Safer Stocks Than From Riskier Stocks?100 cited
    • 2012Parameter Learning in General Equilibrium: The Asset Pricing Implications86 cited
    • 2005Idiosyncratic Risk and the Cross-Section of Stock Returns: Merton (1987) Meets Miller (1977)67 cited
    • 2015CAPM: An Absurd Model61 cited
    • 2003Endogenous Parameter Time Series Estimation of the Ohlson Model: Linear and Nonlinear Analyses57 cited
    • 2002How to Discount Cashflows with Time-Varying Expected Returns51 cited
    • 2001The Equity Premium Consensus Forecast Revisited50 cited
    • 2006Estimating the Expected Cost of Equity Capital Using Analysts’ Consensus Forecasts47 cited
    • 2007Wycena papierów wartościowych na rynku kapitałowym w świetle finansów behawioralnych42 cited
    • 2002Blowing Bubbles41 cited
    • 2001Estimating Expected Cost of Equity Capital: A Theory-Based Approach32 cited