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The U.S. Equity Return Premium: Past, Present, and Future
16 references·16 citing·33 second hopsampled
The U.S. Equity Return Premium: Past, Present, and Future (2009)The U.S. Equity Return Premium: Past, Pre…A Monetary History of the United States, 1867-1960 (2017)A Monetary History of the Uni…Understanding the Mechanisms Through Which an Influential Early Childhood Program Boosted Adult Outcomes (2013)Understanding the Mechanisms …Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…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 puzzleAsset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Long-term institutional investors and climate change news Beta (2024)Long-term institutional inves…Is ambiguity aversion a preference? Ambiguity aversion without asymmetric information (2024)Is ambiguity aversion a prefe…GAME-BASED TRAINING: AN EFFECTIVE METHOD FOR REDUCING BEHAVIORAL-FINANCE BIASES (2021)GAME-BASED TRAINING: AN EFFEC…An empirical evaluation of tech interventions to improve financial decision-making (2021)An empirical evaluation of te…Patterns and Expectations (2020)Patterns and ExpectationsSome Contributions of Economics to the Study of Personality (2019)Some Contributions of Economi…Maximum likelihood estimation of the equity premium (2017)Maximum likelihood estimation…Behavioral Factors in Equity Allocation Decisions: A Large-Scale Experimental Study With Context (2017)Behavioral Factors in Equity …Choosing a monetary value of greenhouse gases in assessment tools: A comprehensive review (2016)Choosing a monetary value of …Long-term portfolio investments: New insight into return and risk (2015)Long-term portfolio investmen…Kalecki’s Profits Equation after 80 Years (2015)Kalecki’s Profits Equation af…Epstein–Zin Utility in DICE: Is Risk Aversion Irrelevant to Climate Policy? (2013)Epstein–Zin Utility in DICE: …Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–2005 (2011)Are blue chip stock market in…Valuing the future: the social discount rate in cost benefit analysis (2010)Valuing the future: the socia…A New Cost-Benefit and Rate of Return Analysis for the Perry Preschool Program: A Summary (2010)A New Cost-Benefit and Rate o…The Rate of Return to the High/Scope Perry Preschool Program (2009)The Rate of Return to the Hig…Prospect theory: An analysis of decision under risk (1988)Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)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)A Monetary History of the United States 1867-1960 (1964)Bank Runs, Deposit Insurance, and Liquidity (1983)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Introduction: epistemic communities and international policy coordination (1992)Presidential Address: Discount Rates (2011)
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References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 2017A Monetary History of the United States, 1867-19602,467 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited

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2013
Understanding the Mechanisms Through Which an Influential Early Childhood Program Boosted Adult Outcomes
1,626 cited

Cited by

  • 2010Valuing the future: the social discount rate in cost benefit analysis157 cited
  • 2009The Rate of Return to the High/Scope Perry Preschool Program130 cited
  • 2013Epstein–Zin Utility in DICE: Is Risk Aversion Irrelevant to Climate Policy?94 cited
  • 2019Some Contributions of Economics to the Study of Personality66 cited
  • 2017Maximum likelihood estimation of the equity premium63 cited
  • 2016Choosing a monetary value of greenhouse gases in assessment tools: A comprehensive review61 cited
  • 2010A New Cost-Benefit and Rate of Return Analysis for the Perry Preschool Program: A Summary59 cited
  • 2011Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–200533 cited
  • 2015Long-term portfolio investments: New insight into return and risk22 cited
  • 2024Long-term institutional investors and climate change news Beta20 cited
  • 2015Kalecki’s Profits Equation after 80 Years9 cited
  • 2021An empirical evaluation of tech interventions to improve financial decision-making8 cited
  • 2024Is ambiguity aversion a preference? Ambiguity aversion without asymmetric information4 cited
  • 2017Behavioral Factors in Equity Allocation Decisions: A Large-Scale Experimental Study With Context3 cited
  • 2021GAME-BASED TRAINING: AN EFFECTIVE METHOD FOR REDUCING BEHAVIORAL-FINANCE BIASES1 cited
  • 2020Patterns and Expectations0 cited