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Financial Innovation, Market Participation, and Asset Prices
16 references·1 citing·46 second hop
Financial Innovation, Market Participation, and Asset Prices (2004)Financial Innovation, Market Participatio…Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures (2002)Towards an Explanation of Hou…The Equity Premium (2002)The Equity PremiumStrategic Asset Allocation (2002)Strategic Asset AllocationThe Economics of Risk and Time (2001)The Economics of Risk and TimeHave Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Portfolio Choice and Asset Pr…An Equilibrium Model with Restricted Stock Market Participation (1998)An Equilibrium Model with Res…Theory of incomplete markets (1996)Theory of incomplete marketsAsset Pricing with Heterogeneous Consumers (1996)Asset Pricing with Heterogene…Why do so Few Hold Stocks? (1995)Why do so Few Hold Stocks?Advances in Behavioral Finance. (1995)Advances in Behavioral Financ…Limited market participation and volatility of asset prices (1993)Limited market participation …The Consumption of Stockholders and Non-Stockholders (1990)The Consumption of Stockholde…A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)A critique of the asset prici…Options and Efficiency (1976)Options and EfficiencyExistence of Competitive Equilibria in Markets with a Continuum of Traders (1966)Existence of Competitive Equi…The Choice Channel of Financial Innovation (2021)The Choice Channel of Financi…Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Idiosyncratic Risk Matters! (2003)Eliciting Risk and Time Preferences (2008)Theory of games and economic behavior (2019)Recovering Risk Aversion from Option Prices and Realized Returns (2000)Spanning and derivative-security valuation (2000)Theory of rational option pricing (2005)Neglected risks, financial innovation, and financial fragility (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Asset Prices in an Exchange Economy (1978)Martingales and arbitrage in multiperiod securities markets (1979)Applied Probability and Queues (1987)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)An Intertemporal Capital Asset Pricing Model (1973)The equity premium: A puzzle (1985)Equity Portfolio Diversification (2008)Optimum consumption and portfolio rules in a continuous-time model (1971)Common risk factors in the returns on stocks and bonds (1993)Market Frictions, Price Delay, and the Cross-Section of Expected Returns (2005)Entrepreneurship, Frictions, and Wealth (2006)Prospect Theory: An Analysis of Decision under Risk (1979)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Household Risk Management and Optimal Mortgage Choice (2003)Predicting the Equity Premium with Dividend Ratios (2003)Dynamic Mean-Variance Asset Allocation (2010)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Predicting returns with financial ratios (2004)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Dissecting green returns (2022)Gender Differences in the Allocation of Assets in Retirement Savings Plans (1998)Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (2007)
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References

  • 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 2001The Economics of Risk and Time1,361 cited
  • 2002The Equity Premium1,331 cited
  • 1990The Consumption of Stockholders and Non-Stockholders1,289 cited
  • 2002Strategic Asset Allocation1,279 cited
  • 1996Asset Pricing with Heterogeneous Consumers1,197 cited
  • 1995Why do so Few Hold Stocks?1,078 cited
  • 2000Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk1,042 cited
  • 1976Options and Efficiency830 cited
  • 1995Advances in Behavioral Finance.775 cited
  • 1993Limited market participation and volatility of asset prices604 cited
  • 1998An Equilibrium Model with Restricted Stock Market Participation591 cited
  • 1996Theory of incomplete markets584 cited
  • 2002Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures560 cited
  • 1966Existence of Competitive Equilibria in Markets with a Continuum of Traders

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  • 2021The Choice Channel of Financial Innovation25 cited