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The Equity Premium: It's Still a Puzzle
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  • 2000Nonparametric risk management and implied risk aversion740 cited
  • 1999Time series properties of an artificial stock market729 cited
  • 2005Financial Markets and the Real Economy572 cited
  • 2000Agent-based computational finance: Suggested readings and early research557 cited
  • 2002Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle493 cited
  • 2006Chapter 24 Agent-based Computational Finance463 cited
  • 2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence408 cited
  • 2012Ambiguity, Learning, and Asset Returns405 cited
  • 2000Resuscitating Real Business Cycles395 cited
  • 2013Determining Benefits and Costs for Future Generations393 cited
  • 2003Jealousy and Equilibrium Overconsumption377 cited
  • 2007Estimating Discount Functions with Consumption Choices over the Lifecycle370 cited
  • 1996The Empirical Foundations of Calibration365 cited
  • 2002Discounting an uncertain future357 cited
  • 1996Why Should Older People Invest Less in Stocks Than Younger People?348 cited

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  • 2011The Theory of Taxation and Public Economics348 cited