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  • Search: subject:"Equity premium puzzle"
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Year of publication
Subject
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Equity premium puzzle 352 Equity-Premium-Puzzle 337 Theorie 205 Risikoprämie 195 Theory 195 Risk premium 194 CAPM 157 equity premium puzzle 83 Capital income 62 Kapitaleinkommen 62 Risikoaversion 51 Risiko 49 Risk 49 Risk aversion 48 Portfolio-Management 44 Börsenkurs 43 Portfolio selection 43 Share price 41 Schätzung 38 Estimation 36 Equity Premium Puzzle 35 Anlageverhalten 28 Schock 26 Shock 26 Behavioural finance 24 Currency derivative 24 Währungsderivat 24 Exchange rate risk 21 Financial market 21 Finanzmarkt 21 Währungsrisiko 21 Disaster 20 Katastrophe 20 Zinsstruktur 20 Yield curve 19 Volatilität 18 Welt 18 Business cycle 17 Erwartungsbildung 17 Expectation formation 17
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Online availability
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Free 458 CC license 2
Type of publication
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Book / Working Paper 430 Article 27 Other 1
Type of publication (narrower categories)
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Working Paper 170 Arbeitspapier 146 Graue Literatur 145 Non-commercial literature 145 Article in journal 19 Aufsatz in Zeitschrift 19 Article 6 Hochschulschrift 2 Thesis 2 Aufsatzsammlung 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Doctoral Thesis 1 Konferenzschrift 1 Sammelwerk 1 Sammlung 1
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Language
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English 404 Undetermined 46 German 4 French 2 Italian 2
Author
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Aase, Knut K. 29 Fernandez, Pablo 11 Zhang, Lu 11 Vries, Casper G. de 10 Collard, Fabrice 9 Fellner, Gerlinde 9 Mukerji, Sujoy 9 Sheppard, Kevin 9 Sutter, Matthias 9 Tallon, Jean-Marc 9 Graham, John R. 7 Gürtler, Marc 7 Harvey, Campbell R. 7 Jaccard, Ivan 7 Bai, Hang 6 Hens, Thorsten 6 Liu, Yang 6 Tsai, Jerry 6 Bernoth, Kerstin 5 Breugem, Matthijs 5 Buss, Adrian 5 Chu, Yongqiang 5 De Groot, Oliver 5 Donaldson, John B. 5 Fehrle, Daniel 5 Guvenen, Fatih 5 Hagen, Jürgen von 5 Heiberger, Christopher 5 Hirshleifer, David A. 5 Ma, Liang 5 Mehra, Rajnish 5 Richter, Alexander W. 5 Sarver, Todd 5 Shaliastovich, Ivan 5 Throckmorton, Nathaniel A. 5 Verdelhan, Adrien 5 Wachter, Jessica 5 Xue, Chen 5 Zenhorst, J. 5 Zenhorst, Jorn 5
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Institution
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National Bureau of Economic Research 28 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 10 IESE Business School, Universidad de Navarra 9 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 5 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 3 Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 3 European Central Bank 3 Federal Reserve Board (Board of Governors of the Federal Reserve System) 3 CESifo 2 Econometric Society 2 London School of Economics (LSE) 2 Society for Computational Economics - SCE 2 Swiss Finance Institute 2 Anderson Graduate School of Management, University of California-Los Angeles (UCLA) 1 Banca d'Italia 1 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Oxford University 1 Department of Economics, University of California-Santa Barbara (UCSB) 1 Dipartimento di Economia e Finanza (DEF), Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) 1 Département d'Économique, Université Laval 1 Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC) 1 Eberhard Karls Universität Tübingen 1 Economic Research Southern Africa (ERSA) 1 Escola de Pós-Graduação em Economia <Rio de Janeiro> 1 Faculty of Economics, Kobe University 1 Faculty of Economics, University of Cambridge 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Institute for International Economic Studies (IIES), Stockholms Universitet 1 Institute for the Study of Labor (IZA) 1 Laboratoire de Recherche en Gestion (LaRGE), Institut de Finance de Strasbourg 1 Nationalekonomiska institutionen, Handelshögskolan 1 Risk and Sustainable Management Group (RSMG), School of Economics 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Queensland 1 Southern Methodist University, Department of Economics 1
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Published in...
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NBER working paper series 28 Working paper / National Bureau of Economic Research, Inc. 22 NBER Working Paper 21 Discussion paper / Department of Business and Management Science 13 Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 10 IESE Research Papers 9 MPRA Paper 9 Finance and economics discussion series 6 CIRANO Working Papers 5 Working paper 5 Working papers / Rodney L. White Center for Financial Research 5 CESifo Working Paper 4 CESifo working papers 4 Cahiers de recherche 4 ECB Working Paper 4 Ensaios econômicos 4 Fisher College of Business working paper series 4 NHH Dept. of Business and Management Science Discussion Paper 4 CESifo Working Paper Series 3 Discussion paper / Tinbergen Institute 3 Discussion papers / Deutsches Institut für Wirtschaftsforschung 3 ERID working paper 3 Finance and Economics Discussion Series 3 NHH Dept. of Finance & Management Science Discussion Paper 3 Quantitative Economics 3 Quantitative economics : QE ; journal of the Econometric Society 3 Research paper series / Swiss Finance Institute 3 Working Paper Series 3 Working Paper Series / European Central Bank 3 Working Papers / Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 3 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 2 CREATES research paper 2 Economic Research Initiatives at Duke (ERID) Working Paper 2 FAME Research Paper Series 2 Faculty & research / Insead : working paper series 2 IMF working papers 2 INSEAD Working Paper 2 IZA Discussion Papers 2 International finance discussion papers 2 LSE Research Online Documents on Economics 2
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Source
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ECONIS (ZBW) 337 RePEc 87 EconStor 31 BASE 3
Showing 1 - 10 of 458
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Give me a break : what does the equity premium compensate for?
Perras, Patrizia Julia; Wagner, Niklas F. - In: Journal of international financial markets, … 99 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015405681
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Does the interest parity puzzle hold for Central and Eastern European economies?
Da̜browski, Marek A.; Janus, Jakub - In: Open economies review 35 (2024) 3, pp. 421-456
Persistent link: https://www.econbiz.de/10015127077
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Speculative and non-speculative equity premia
Ghazi, Soroush; Schneider, Mark; Dorobiala, Zachary - In: Economics letters 236 (2024), pp. 1-3
Persistent link: https://www.econbiz.de/10015072247
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The return on everything and the business cycle in production economies
Fehrle, Daniel; Heiberger, Christopher - In: Economic modelling 136 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014549145
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Valuation risk revalued
De Groot, Oliver; Richter, Alexander W.; Throckmorton, … - In: Quantitative economics : QE ; journal of the … 13 (2022) 2, pp. 723-759
This paper shows the success of valuation risk-time‐preference shocks in Epstein-Zin utility-in resolving asset pricing puzzles rests sensitively on the way it is introduced. The specification used in the literature is at odds with several desirable properties of recursive preferences because...
Persistent link: https://www.econbiz.de/10013382046
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Long Run Risk Model and Equity Premium Puzzle in Thailand
Sartja Duangchaiyoosook; Kilenthong, Weerachart T. - In: Southeast Asian journal of economics 10 (2022) 1, pp. 133-167
Persistent link: https://www.econbiz.de/10013193514
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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
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A Stochastic Gordon-Shapiro Formula and the Equity Premium Puzzle Reconsidered
Kruschwitz, Lutz; Loeffler, Andreas - 2023
The equity premium puzzle describes the enigma between the theoretical model of consumption behavior and its empirical … gives a more convincing explanation for the equity premium puzzle using the classical CRRA utility. Furthermore, we are able …
Persistent link: https://www.econbiz.de/10014350175
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Disruptive Dependency Theory and the Equity Premium Puzzle : A New Answer to the Equity Premium Puzzle
Manikutty, Anand - 2023
The equity premium puzzle, properly termed the American Equity Premium Puzzle, is one of the most significant empirical … that of bonds for many years, and that this premium is excessive. This paper presents one answer to the Equity Premium … Puzzle, viz., the Disruptive Dependency Theory. The Disruptive Dependency Theory states that the world can be viewed in terms …
Persistent link: https://www.econbiz.de/10014355830
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Solution to the Equity Premium Puzzle
Aras, Atilla - 2023
This study provides a solution of the equity premium puzzle. Questioning the validity of the Arrow-Pratt measure of … the newly derived model that provides a solution to the equity premium puzzle …
Persistent link: https://www.econbiz.de/10014265470
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