Generational asset pricing, equity puzzles, and cyclicality
Year of publication: |
October 2016
|
---|---|
Authors: | Huang, Alan Guoming ; Hughson, Eric ; Leach, J. Chris |
Published in: |
Review of economic dynamics. - Amsterdam : Elsevier, ISSN 1094-2025, ZDB-ID 1406100-4. - Vol. 22.2016, p. 52-71
|
Subject: | Generational uncertainty | Pricing kernel domination | Equity premium puzzles | Boom-bust cycle | Theorie | Theory | CAPM | Konjunktur | Business cycle | Börsenkurs | Share price | Equity-Premium-Puzzle | Equity premium puzzle | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income |
-
Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan, (2014)
-
The return on everything and the business cycle in production economies
Fehrle, Daniel, (2020)
-
Countercyclical and time-varying reward to risk and the equity premium
Antell, Jan, (2023)
- More ...
-
Generational Asset Pricing, Equity Puzzles, and Cyclicality
Huang, Alan Guoming, (2016)
-
Why expertise is important for the detection of abnormal performance : the hot hand strikes back
Frame, David E., (2016)
-
Intertemporal price discovery by market makers : active versus passive learning
Leach, J. Chris, (1990)
- More ...