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The Declining U.S. Equity Premium · Study

ReportThe Declining U.S. Equity Premium

Ravi Jagannathan2001

OA

Reportgreen2001

The Declining U.S. Equity Premium

Ravi Jagannathan · Ellen R. McGrattan · Anna D. Scherbina

213 citations·0/0 files stored·National Bureau of Economic Research

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Analysis and Corporate Governance

Abstract

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References

1987A Simple Model of Capital Market Equilibrium with Incomplete Information 1985The equity premium: A puzzle 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1963The Investment, Financing, and Valuation of the Corporation 1996The Equity Premium: It's Still a Puzzle

Cited by

2005Using Expectations to Test Asset Pricing Models 2004The Declining Equity Premium: What Role Does Macroeconomic Risk Play?2015Equity Asset Valuation 2006Life-Cycle Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk 2012Inequality, stock market participation, and the equity premium 2004How to Discount Cashflows with Time‐Varying Expected Returns 2014Why Do Firms Use High Discount Rates?2007The expected value premium☆

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000The Declining U.S. Equity Premiumarticle · 5 shared references 2003Chapter 13 Consumption-based asset pricingchapter · 4 shared references 2009The U.S. Equity Return Premium: Past, Present, and Futurearticle · 4 shared references 2010Estimating the Equity Premiumarticle · 4 shared references 2001Capital markets research in accountingarticle · 3 shared references 2001Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Marketsarticle · 3 shared references

Details

Year2001

Typereport

Published2001-03-01

VenueNational Bureau of Economic Research

Languageen

Citations213

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.3386/w8172

openalex_workW3021084002

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