this work references cited by second hopReferences
- 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
- 1985The equity premium: A puzzle5,785 cited
- 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
- 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
- 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
- 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
- 2012The Aggregate Demand for Treasury Debt1,591 cited
- 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
- 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,527 cited
- 2016The Liquidity Premium of Near-Money Assets*445 cited
- 2010Public Pension Promises: How Big Are They and What Are They Worth?423 cited
- 2013Crises and Recoveries in an Empirical Model of Consumption Disasters374 cited
- 2014Macroeconomic Drivers of Bond and Equity Risks320 cited
- 2014Very Long-Run Discount Rates *261 cited
- 2005Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work