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ArticleCorporate earnings and the equity premium

Francis A. Longstaff2004

Article2004

Corporate earnings and the equity premium

Francis A. Longstaff · Monika Piazzesi

217 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1971Optimum consumption and portfolio rules in a continuous-time model 1985The equity premium: A puzzle 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1995Earnings, Book Values, and Dividends in Equity Valuation*1978Asset Prices in an Exchange Economy 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence 1985Dividend Policy under Asymmetric Information 1991The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988

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2012Realized Skewness 2008Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance 2012Rare Macroeconomic Disasters 2018The cross-section of labor leverage and equity returns 2017Asset Return Dynamics under Habits and Bad Environment–Good Environment Fundamentals 2012Consumption-Based Asset Pricing with Higher Cumulants

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Year2004

Typearticle

Published2004-06-08

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations217

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2003.12.001

openalex_workW2139409399

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2008Labor Hiring, Investment, and Stock Return Predictability in the Cross Section

2010Rare Disasters and Risk Sharing with Heterogeneous Beliefs