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The equity risk premium: A solution?
4 references·16 citing·47 second hopsampled
The equity risk premium: A solution? (1988)The equity risk premium: A solution?Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…The equity risk premium a solution (1988)The equity risk premium a sol…The equity premium: A puzzle (1985)The equity premium: A puzzleStochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)Stochastic Consumption, Risk …Policy News and Stock Market Volatility (2019)Policy News and Stock Market …Climate Change and Growth Risks (2016)Climate Change and Growth Ris…Rare Macroeconomic Disasters (2012)Rare Macroeconomic DisastersRare Disasters and Risk Sharing with Heterogeneous Beliefs (2010)Rare Disasters and Risk Shari…Crash Risk in Currency Markets (2009)Crash Risk in Currency MarketsVariable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance (2008)Variable Rare Disasters: An E…The Worldwide Equity Premium: A Smaller Puzzle (2008)The Worldwide Equity Premium:…Corporate earnings and the equity premium (2004)Corporate earnings and the eq…The Equity Premium: Why is it a Puzzle? (2003)The Equity Premium: Why is it…The Equity Premium: Why Is It a Puzzle? (corrected) (2003)The Equity Premium: Why Is It…The Equity Premium in Retrospect (2003)The Equity Premium in Retrosp…Rational Asset Prices (2002)Rational Asset PricesAn exploration of the effects of pessimism and doubt on asset returns (2002)An exploration of the effects…Finite-time singularity in the dynamics of the world population, economic and financial indices (2001)Finite-time singularity in th…A brief history of market efficiency (1998)A brief history of market eff…Asset‐pricing Puzzles and Incomplete Markets (1993)Asset‐pricing Puzzles and Inc…Endogenous Technological Change (1990)Guns, Germs, and Steel: The Fates of Human Societies. (1997)Oscillatory finite-time singularities in finance, population and rupture (2002)Worrying trends in econophysics (2006)Resilience, Panarchy, and World-Systems Analysis (2007)The arbitrage theory of capital asset pricing (1976)Asset Prices in an Exchange Economy (1978)Algorithms for solving dynamic models with occasionally binding constraints (2000)Asset Pricing with Limited Risk Sharing and Heterogeneous Agents (2007)Quantitative Macroeconomics with Heterogeneous Households (2009)The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)The Consumption of Stockholders and Non-Stockholders (1990)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Short- Term Interest Rates as Predictors of Inflation (2021)An Intertemporal Capital Asset Pricing Model (1973)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)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)Investor Psychology and Asset Pricing (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Cross-Section of Expected Stock Returns (1992)Herding in the German Mutual Fund Industry (2006)Information Efficiency and Firm-Specific Return Variation (2014)Climate Change and Asset Prices: Are Corporate Carbon Disclosure and Performance Priced Appropriately? (2016)A Theory of the Term Structure of Interest Rates (1985)The marginal utility of income (2008)Limitations of integrated assessment models of climate change (2009)The great reversals: the politics of financial development in the twentieth century (2003)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)The behavioural economics of climate change (2008)Viewpoint: Estimating the equity premium (2008)IPO Underpricing over the Very Long Run (2009)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Economic Forces and the Stock Market (1986)Measuring Economic Policy Uncertainty* (2016)Commodity Price Volatility and the Economic Uncertainty of Pandemics (2020)The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty? (2021)Measuring the energy-related uncertainty index (2023)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)
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References

  • 1985The equity premium: A puzzle5,785 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1988The equity risk premium a solution1,397 cited

Cited by

  • 2019Policy News and Stock Market Volatility316 cited
  • 1993Asset‐pricing Puzzles and Incomplete Markets314 cited
  • 2003The Equity Premium in Retrospect260 cited
  • 2008The Worldwide Equity Premium: A Smaller Puzzle251 cited
  • 2001Finite-time singularity in the dynamics of the world population, economic and financial indices227 cited
  • 1998A brief history of market efficiency220 cited
  • 2004Corporate earnings and the equity premium217 cited
  • 2003The Equity Premium: Why is it a Puzzle?204 cited
  • 2008Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance198 cited
  • 2012Rare Macroeconomic Disasters196 cited
  • 2009Crash Risk in Currency Markets187 cited
  • 2010Rare Disasters and Risk Sharing with Heterogeneous Beliefs

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171 cited
  • 2002An exploration of the effects of pessimism and doubt on asset returns169 cited
  • 2003The Equity Premium: Why Is It a Puzzle? (corrected)165 cited
  • 2016Climate Change and Growth Risks152 cited
  • 2002Rational Asset Prices147 cited