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isPartOf:"Asia-Pacific journal of accounting & economics : APJAE"
~isPartOf:"Annals of financial economics"
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Equity premium puzzle
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Asia-Pacific journal of accounting & economics : APJAE
Annals of financial economics
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
31
NBER working paper series
24
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19
Discussion paper / Department of Business and Management Science
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Handbook of the equity risk premium
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Finance research letters
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ECONIS (ZBW)
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1
A linkage between the financial and the real economy
Rey, Sebastián Alejandro
- In:
Annals of financial economics
17
(
2022
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013367641
Saved in:
2
Searching for the equity premium
Bai, Hang
;
Zhang, Lu
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 897-926
Persistent link: https://www.econbiz.de/10013401736
Saved in:
3
What to expect when everyone is expecting : self-fulfilling expectations and asset-pricing puzzles
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 54-73
Persistent link: https://www.econbiz.de/10013188569
Saved in:
4
Asset pricing with beliefs-dependent risk aversion and learning
Berrada, Tony
;
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Journal of financial economics
128
(
2018
)
3
,
pp. 504-534
Persistent link: https://www.econbiz.de/10011981179
Saved in:
5
Testing the long-run risk model : a Kalman filter approach
Wang, Jianqiu
;
Wu, Ke
- In:
Annals of financial economics
13
(
2018
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011984134
Saved in:
6
Variance risk premiums and the forward premium puzzle
Londono, Juan M.
;
Zhou, Hao
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
Saved in:
7
Maximum likelihood estimation of the equity premium
Avdis, Efstathios
;
Wachter, Jessica
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 589-609
Persistent link: https://www.econbiz.de/10011751863
Saved in:
8
Disaster recovery and the term structure of dividend strips
Hasler, Michael
;
Marfè, Roberto
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 116-134
Persistent link: https://www.econbiz.de/10011590891
Saved in:
9
Elucidating equity premium using corporate dividends and habit formation
Chang, Jow-Ran
;
Chu, Hsu-Hsien
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011408568
Saved in:
10
The equity premium puzzle : empirical evidence for the "Korea discount"
Choi, Tae Hee
;
Lee, Eunchul
;
Pae, Jinhan
- In:
Asia-Pacific journal of accounting & economics : APJAE
19
(
2012
)
2
,
pp. 143-166
Persistent link: https://www.econbiz.de/10009611794
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