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Handbook of the equity risk premium
The journal of finance : the journal of the American Finance Association
NBER working paper series
307
Working paper / National Bureau of Economic Research, Inc.
274
NBER Working Paper
243
Journal of banking & finance
210
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105
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94
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93
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88
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87
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85
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80
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74
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69
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68
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68
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66
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64
Journal of economic dynamics & control
63
The North American journal of economics and finance : a journal of financial economics studies
62
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60
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59
Journal of monetary economics
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CESifo working papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
The pollution premium
Hsu, Po-Hsuan
;
Li, Kai
;
Tsou, Chi-Yang
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1343-1392
Persistent link: https://www.econbiz.de/10014312026
Saved in:
2
Is there a risk premium in the stock lending market? : evidence from equity options
Muravyev, Dmitriy
;
Pearson, Neil D.
;
Pollet, Joshua M.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
3
,
pp. 1787-1828
Persistent link: https://www.econbiz.de/10013279777
Saved in:
3
Rare disasters, financial development, and sovereign debt
Rebelo, Sérgio
;
Wang, Neng
;
Yang, Jinqiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2719-2764
Persistent link: https://www.econbiz.de/10013396276
Saved in:
4
What drives the cross-section of credit spreads? : a variance decomposition approach
Nozawa, Yoshio
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2045-2072
Persistent link: https://www.econbiz.de/10011764337
Saved in:
5
Income insurance and the equilibrium term structure of equity
Marfè, Roberto
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2073-2130
Persistent link: https://www.econbiz.de/10011764341
Saved in:
6
Buyout activity : the impact of aggregate discount rates
Haddad, Valentin
;
Loualiche, Erik
;
Plosser, Matthew
- In:
The journal of finance : the journal of the American …
72
(
2017
)
1
,
pp. 371-414
Persistent link: https://www.econbiz.de/10011738399
Saved in:
7
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
8
Term structure of consumption risk premia in the cross section of currency returns
Zviadadze, Irina
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1529-1566
Persistent link: https://www.econbiz.de/10011738906
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9
Municipal bond liquidity and default risk
Schwert, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1683-1722
Persistent link: https://www.econbiz.de/10011738926
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10
Information flows in foreign exchange markets : dissecting customer currency trades
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
The journal of finance : the journal of the American …
71
(
2016
)
2
,
pp. 601-634
Persistent link: https://www.econbiz.de/10011482338
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11
Local currency sovereign risk
Du, Wenxin
;
Schreger, Jesse
- In:
The journal of finance : the journal of the American …
71
(
2016
)
3
,
pp. 1027-1070
Persistent link: https://www.econbiz.de/10011613510
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12
Misspecified recovery
Borovička, Jaroslav
;
Hansen, Lars Peter
;
Scheinkman, …
- In:
The journal of finance : the journal of the American …
71
(
2016
)
6
,
pp. 2493-2544
Persistent link: https://www.econbiz.de/10011737692
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13
Estimating oil risk factors using information from equity and derivatives markets
Chiang, I-Hsuan Ethan
;
Hughen, W. Keener
;
Sagi, Jacob Shimon
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 769-804
Persistent link: https://www.econbiz.de/10010517163
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14
Subprime mortgage defaults and credit default swaps
Arentsen, Eric
;
Mauer, David C.
;
Rosenlund, Brian
; …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 689-732
Persistent link: https://www.econbiz.de/10010517167
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15
The recovery theorem
Ross, Stephen A.
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 615-648
Persistent link: https://www.econbiz.de/10010517170
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16
Aggregate jump and volatility risk in the cross-section of stock returns
Cremers, Martijn
;
Halling, Michael
;
Weinbaum, David
- In:
The journal of finance : the journal of the American …
70
(
2015
)
2
,
pp. 577-614
Persistent link: https://www.econbiz.de/10010517171
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17
The pre-FOMC announcement drift
Lucca, David O.
;
Mönch, Emanuel
- In:
The journal of finance : the journal of the American …
70
(
2015
)
1
,
pp. 329-371
Persistent link: https://www.econbiz.de/10010501912
Saved in:
18
Dividend dynamics and the term structure of dividend strips
Belo, Frederico
;
Collin-Dufresne, Pierre
;
Goldstein, …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 1115-1160
Persistent link: https://www.econbiz.de/10011317856
Saved in:
19
Volatility, the macroeconomy, and asset prices
Bansal, Ravi
;
Kiku, Dana
;
Shaliastovich, Ivan
;
Yaron, Amir
- In:
The journal of finance : the journal of the American …
69
(
2014
)
6
,
pp. 2471-2511
Persistent link: https://www.econbiz.de/10010498716
Saved in:
20
The cross-section of credit risk premia and equity returns
Friewald, Nils
;
Wagner, Christian
;
Zechner, Josef
- In:
The journal of finance : the journal of the American …
69
(
2014
)
6
,
pp. 2419-2469
Persistent link: https://www.econbiz.de/10010498725
Saved in:
21
The executive turnover risk premium
Peters, Florian
;
Wagner, Alexander F.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
4
,
pp. 1529-1564
Persistent link: https://www.econbiz.de/10010412333
Saved in:
22
An anatomy of commodity futures risk premia
Szymanowska, Marta
;
Roon, Frans de
;
Nijman, Theodore E.
; …
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 453-484
Persistent link: https://www.econbiz.de/10010372410
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23
Asset pricing with dynamic margin constraints
Ryčkov, Oleg
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 405-452
Persistent link: https://www.econbiz.de/10010372413
Saved in:
24
When uncertainty blows in the orchard : comovement and equilibrium volatility risk premia
Buraschi, Andrea
;
Trojani, Fabio
;
Vedolin, Andrea
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 101-137
Persistent link: https://www.econbiz.de/10010372428
Saved in:
25
Risk premiums in dynamic term structure models with unspanned macro risks
Joslin, Scott
;
Priebsch, Marcel
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
3
,
pp. 1197-1233
Persistent link: https://www.econbiz.de/10010373335
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26
International asset pricing with recursive preferences
Colacito, Riccardo
;
Croce, Mariano M.
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2651-2686
Persistent link: https://www.econbiz.de/10010237375
Saved in:
27
Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond
;
Robotti, Cesare
;
Shanken, Jay
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2617-2649
Persistent link: https://www.econbiz.de/10010237376
Saved in:
28
Market expectations in the cross-section of present values
Kelly, Bryan T.
;
Pruitt, Seth
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1721-1756
Persistent link: https://www.econbiz.de/10010204047
Saved in:
29
Uncertainty, time-varying fear, and asset prices
Drechsler, Itamar
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1843-1889
Persistent link: https://www.econbiz.de/10010204841
Saved in:
30
Liquidity in the foreign exchange market : measurement, commonality, and risk premiums
Mancini, Loriano
;
Ranaldo, Angelo
;
Wrampelmeyer, Jan
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1805-1841
Persistent link: https://www.econbiz.de/10010204844
Saved in:
31
Can time-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica
- In:
The journal of finance : the journal of the American …
68
(
2013
)
3
,
pp. 987-1035
Persistent link: https://www.econbiz.de/10009754787
Saved in:
32
Private equity performance and liquidity risk
Franzoni, Francesco
;
Nowak, Eric
;
Phalippou, Ludovic
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 2341-2374
Persistent link: https://www.econbiz.de/10009716473
Saved in:
33
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
34
A habit-based explanation of the exchange rate risk premium
Verdelhan, Adrien
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 123-146
Persistent link: https://www.econbiz.de/10003923938
Saved in:
35
Macroeconomic conditions and the puzzles of credit spreads and capital structure
Chen, Hui
- In:
The journal of finance : the journal of the American …
65
(
2010
)
6
,
pp. 2171-2212
Persistent link: https://www.econbiz.de/10008778261
Saved in:
36
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
- In:
The journal of finance : the journal of the American …
64
(
2009
)
2
,
pp. 579-629
Persistent link: https://www.econbiz.de/10003828273
Saved in:
37
The price of correlation risk : evidence from equity options
Driessen, Joost
;
Maenhout, Pascal J.
;
Vilkov, Grigory
- In:
The journal of finance : the journal of the American …
64
(
2009
)
3
,
pp. 1377-1406
Persistent link: https://www.econbiz.de/10003871954
Saved in:
38
First-order risk aversion, heterogeneity, and asset market outcomes
Chapman, David A.
;
Polkovnichenko, Valery
- In:
The journal of finance : the journal of the American …
64
(
2009
)
4
,
pp. 1863-1887
Persistent link: https://www.econbiz.de/10003874460
Saved in:
39
The equity premium : ABCs
Mehra, Rajnish
;
Prescott, Edward C.
- In:
Handbook of the equity risk premium
,
(pp. 1-36)
.
2008
Persistent link: https://www.econbiz.de/10003598579
Saved in:
40
Risk-based explanation of the equity premium
Donaldson, John B.
;
Mehra, Rajnish
- In:
Handbook of the equity risk premium
,
(pp. 37-99)
.
2008
Persistent link: https://www.econbiz.de/10003598582
Saved in:
41
Non-risk-based explanations of the equity premium
Mehra, Rajnish
;
Prescott, Edward C.
- In:
Handbook of the equity risk premium
,
(pp. 101-115)
.
2008
Persistent link: https://www.econbiz.de/10003598585
Saved in:
42
Equity premia with benchmark levels of consumption : closed-form results
Abel, Andrew B.
- In:
Handbook of the equity risk premium
,
(pp. 117-157)
.
2008
Persistent link: https://www.econbiz.de/10003598586
Saved in:
43
Equity premia with benchmark levels of consumption : closed-form results: discussion
Gomes, Francisco J.
- In:
Handbook of the equity risk premium
,
(pp. 158-166)
.
2008
Persistent link: https://www.econbiz.de/10003598605
Saved in:
44
Long-run risks and risk compensation in equity markets
Bansal, Ravi
- In:
Handbook of the equity risk premium
,
(pp. 167-193)
.
2008
Persistent link: https://www.econbiz.de/10003598610
Saved in:
45
Long-run risks and risk compensation in equity markets : discussion
Heaton, John
- In:
Handbook of the equity risk premium
,
(pp. 194-198)
.
2008
Persistent link: https://www.econbiz.de/10003598611
Saved in:
46
The loss aversion/narrow framing approach to the equity premium puzzle
Barberis, Nicholas
;
Huang, Ming
- In:
Handbook of the equity risk premium
,
(pp. 199-129)
.
2008
Persistent link: https://www.econbiz.de/10003598613
Saved in:
47
The loss aversion/narrow framing approach to the equity premium puzzle : discussion
Gabaix, Xavier
- In:
Handbook of the equity risk premium
,
(pp. 230-236)
.
2008
Persistent link: https://www.econbiz.de/10003598617
Saved in:
48
Financial markets and the real economy
Cochrane, John H.
- In:
Handbook of the equity risk premium
,
(pp. 237-325)
.
2008
Persistent link: https://www.econbiz.de/10003598621
Saved in:
49
Financial markets and the real economy : discussion
Hansen, Lars Peter
- In:
Handbook of the equity risk premium
,
(pp. 326-329)
.
2008
Persistent link: https://www.econbiz.de/10003598625
Saved in:
50
Cash flow risk, discounting risk, and the equity premium puzzle
Bakshi, Gurdip S.
;
Chen, Zhiwu
- In:
Handbook of the equity risk premium
,
(pp. 377-402)
.
2008
Persistent link: https://www.econbiz.de/10003598683
Saved in:
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