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ArticleInterpretable Asset Markets?

Ravi Bansal2002

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Articlegreen2002

Interpretable Asset Markets?

Ravi Bansal · Amir Yaron

268 citations·0/0 files stored·European Economic Review

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Financial Markets and Investment Strategies Market Dynamics and Volatility Economic theories and models

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References

1985The equity premium: A puzzle 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1978Asset Prices in an Exchange Economy 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1990Asset Prices under Habit Formation and Catching up with the Joneses 2001Prospect Theory and Asset Prices

Cited by

2011Measuring economic uncertainty and its impact on the stock market 2009The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 2004The Declining Equity Premium: What Role Does Macroeconomic Risk Play?2012Dividend Smoothing and Predictability 2007Risks For the Long Run: Estimation and Inference ⁄2008Good Times or Bad Times? Investors' Uncertainty and Stock Returns

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2003Chapter 13 Consumption-based asset pricingchapter · 16 shared references 2013Advances in Consumption-Based Asset Pricing: Empirical Testschapter · 15 shared references 2005Financial Markets and the Real Economychapter · 13 shared references 2008Long-Run Risks and Risk Compensation in Equity Marketschapter · 13 shared references 2002Consumption-Based Asset Pricingpreprint · 12 shared references 2016INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEWarticle · 12 shared references

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Year2002

Typearticle

Published2002-12-01

VenueEuropean Economic Review

ISSN-L0014-2921

Languageen

Citations268

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.euroecorev.2004.09.002

openalex_workW2113946792

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2016The interactive relationship between the US economic policy uncertainty and BRIC stock markets

2007Cointegration and Consumption Risks in Asset Returns