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Asset Holding and Consumption Volatility
11 references·16 citing·42 second hop
Asset Holding and Consumption Volatility (2002)Asset Holding and Consumption VolatilityThe Equity Premium: It's Still a Puzzle (1996)The Equity Premium: It's Stil…Why do so Few Hold Stocks? (1995)Why do so Few Hold Stocks?Consumer Demand and the Life-Cycle Allocation of Household Expenditures (1994)Consumer Demand and the Life-…Consumption Growth, the Interest Rate and Aggregation (1993)Consumption Growth, the Inter…Consumer demand and the life-cycle allocation of household expenditures (1993)Consumer demand and the life-…The Consumption of Stockholders and Non-Stockholders (1990)The Consumption of Stockholde…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Intertemporal Substitution, Risk Aversion and the Euler Equation for Consumption (1989)Intertemporal Substitution, R…The equity premium: A puzzle (1985)The equity premium: A puzzleA Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle (1985)A Profitable Approach to Labo…Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Financial literacy and participation in the derivatives markets (2017)Financial literacy and partic…Intertemporal Consumption and Credit Constraints: Does Total Expenditure Respond to an Exogenous Shock to Credit? (2010)Intertemporal Consumption and…Heterogeneity and Portfolio Choice: Theory and Evidence (2010)Heterogeneity and Portfolio C…Quantitative Macroeconomics with Heterogeneous Households (2009)Quantitative Macroeconomics w…Quantitative Macroeconomics with Heterogeneous Households (2009)Quantitative Macroeconomics w…A Parsimonious Macroeconomic Model for Asset Pricing (2009)A Parsimonious Macroeconomic …Long-Run Stockholder Consumption Risk and Asset Returns (2008)Long-Run Stockholder Consumpt…Heterogeneous Beliefs, Speculation, and the Equity Premium (2008)Heterogeneous Beliefs, Specul…Handbook of the Equity Risk Premium (2008)Handbook of the Equity Risk P…Uninsured idiosyncratic investment risk and aggregate saving (2007)Uninsured idiosyncratic inves…Asset Pricing with Limited Risk Sharing and Heterogeneous Agents (2007)Asset Pricing with Limited Ri…Borrowing Costs and the Demand for Equity over the Life Cycle (2006)Borrowing Costs and the Deman…Model Uncertainty, Limited Market Participation, and Asset Prices (2005)Model Uncertainty, Limited Ma…The Equity Premium in Retrospect (2003)The Equity Premium in Retrosp…Estimating Euler equations (2003)Estimating Euler equationsChapter 11 The distribution of wealth (2000)Chapter 11 The distribution o…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)The Allocation of Time and Goods over the Life Cycle (1975)An Empirical Model of Labor Supply in a Life Cycle Setting (1980)Chapter 2 Female labor supply: A survey (1986)Children and Household Economic Behavior (1992)Labor Supply and Taxes: A Survey (2011)THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS (1963)Intertemporal Substitution in Consumption (1981)Asset Pricing at the Millennium (2000)The Effect of Parental Transfers and Borrowing Constraints on Educational Attainment (2001)Consumption and Saving: Models of Intertemporal Allocation and Their Implications for Public Policy (2010)An Almost Ideal Demand System (1980)Panel data from time series of cross-sections (1985)The importance of precautionary motives in explaining individual and aggregate saving (1994)Chapter 8 Micro data and general equilibrium models (1999)The marginal utility of income (2008)An Intertemporal Capital Asset Pricing Model (1973)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Equity Portfolio Diversification (2008)On estimating the expected return on the market (1980)Predicting returns in the stock and bond markets (1986)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Chapter 18 A survey of behavioral finance (2003)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Young, Old, Conservative, and Bold: The Implications of Heterogeneity and Finite Lives for Asset Pricing (2014)Rich Pickings? Risk, Return, and Skill in Household Wealth (2020)Gender Differences in the Allocation of Assets in Retirement Savings Plans (1998)Strategic Asset Allocation (2002)Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (2007)Time series properties of an artificial stock market (1999)Nonparametric risk management and implied risk aversion (2000)Financial Markets and the Real Economy (2005)
this work references cited by second hop

References

  • 1985The equity premium: A puzzle5,785 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1990The Consumption of Stockholders and Non-Stockholders1,289 cited
  • 1995Why do so Few Hold Stocks?1,078 cited
  • 1996The Equity Premium: It's Still a Puzzle944 cited
  • 1985A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle710 cited
  • 1993Consumption Growth, the Interest Rate and Aggregation527 cited
  • 1993Consumer demand and the life-cycle allocation of household expenditures455 cited
  • 1994Consumer Demand and the Life-Cycle Allocation of Household Expenditures339 cited
  • 1989Intertemporal Substitution, Risk Aversion and the Euler Equation for Consumption232 cited

Cited by

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  • 2005Model Uncertainty, Limited Market Participation, and Asset Prices347 cited
  • 2007Uninsured idiosyncratic investment risk and aggregate saving346 cited
  • 2009Quantitative Macroeconomics with Heterogeneous Households

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270 cited
  • 2003The Equity Premium in Retrospect260 cited
  • 2008Heterogeneous Beliefs, Speculation, and the Equity Premium250 cited
  • 2000Chapter 11 The distribution of wealth250 cited
  • 2008Long-Run Stockholder Consumption Risk and Asset Returns246 cited
  • 2007Asset Pricing with Limited Risk Sharing and Heterogeneous Agents239 cited
  • 2006Borrowing Costs and the Demand for Equity over the Life Cycle200 cited
  • 2010Heterogeneity and Portfolio Choice: Theory and Evidence198 cited
  • 2008Handbook of the Equity Risk Premium198 cited
  • 2009Quantitative Macroeconomics with Heterogeneous Households194 cited
  • 2010Intertemporal Consumption and Credit Constraints: Does Total Expenditure Respond to an Exogenous Shock to Credit?175 cited
  • 2017Financial literacy and participation in the derivatives markets173 cited
  • 2003Estimating Euler equations162 cited