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Risk Aversion and Determinants of Stock Market Behavior

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References

1977THE DEMAND FOR RISKY ASSETS1,052 cited
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1979Inflation, Tax Rules, and the Stock Market138 cited
1984Expectations, Surprises and Treasury Bill Rates: 1960–8230 cited

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2005A Dynamic Model of Differential Human Capital and Criminal Activity106 cited
2001Mean‐Variance Preferences and Investor Behaviour

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2006ESTIMATING EXPECTED EXCESS RETURNS USING HISTORICAL AND OPTION‐IMPLIED VOLATILITY42 cited

2003Stock Market Returns, Volatility, and Future Output23 cited