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A flexible approach to estimate the equity premium
Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics 49 (2017) 59, pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
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Asset prices under habit formation and reference-dependent preferences
Yogo, Motohiro (contributor) - 2007
Persistent link: https://www.econbiz.de/10003727013
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Asset prices under habit formation and reference-dependent preferences
Yogo, Motohiro - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 131-143
Persistent link: https://www.econbiz.de/10003675590
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Market incompleteness and the equity premium puzzle : evidence from state-level data
Jacobs, Kris; Pallage, Stéphane J.; Robe, Michel A. - In: Journal of banking & finance 37 (2013) 2, pp. 378-388
Persistent link: https://www.econbiz.de/10009705649
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Street-smart asset pricing
Asthana, Vinay - In: Applied financial economics 23 (2013) 16/18, pp. 1371-1381
Persistent link: https://www.econbiz.de/10010259428
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Prospect theory and asset prices
Barberis, Nicholas; Huang, Ming; Santos, Tano - 2000
Persistent link: https://www.econbiz.de/10001641380
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Prospect theory and asset prices
Barberis, Nicholas; Huang, Ming; Santos, Tano - In: The quarterly journal of economics 116 (2001) 1, pp. 1-53
Persistent link: https://www.econbiz.de/10001556607
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Non-addictive habit formation and the equity premium puzzle
Shrikhande, Milind M. - In: European financial management : the journal of the … 3 (1997) 3, pp. 293-319
Persistent link: https://www.econbiz.de/10001541514
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Prospect theory and asset prices
Barberis, Nicholas; Huang, Ming; Santos, Tano - 1999
Persistent link: https://www.econbiz.de/10001399638
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Consumption Smoothing and the Equity Premium
Eden, Benjamin - 2010
The paper investigates the role of the Intertemporal Elasticity of Substitution (IES ) in determining the equity premium. This is done in an overlapping generations economy populated by agents that live for 2 periods and maximize a Kihlstrom-Mirman expected utility function. The equity premium...
Persistent link: https://www.econbiz.de/10013136088