Additional information is available for the following registered author(s):

• John C. Quiggin
• Simon Grant

Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

Publisher Info

Article provided by Berkeley Electronic Press in its journal The Economists' Voice.

Volume (Year): 2 (2005)
Issue (Month): 4 ()
Pages: 2
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:bep:evoice:2:2005:4:2

Note: oai:bepress:ev-1088
Contact details of provider:
Web page: http://www.bepress.com

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research

Keywords: equity premium puzzle resource allocation welfare economics public policy

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. Simon Grant & John Quiggin, 2004. "Noise Trader Risk and the Welfare Effects of Privatization," Economics Bulletin, Economics Bulletin, vol. 5(9), pages 1-8. [Downloadable!]
2. Grant, S. & Quiggin, J., 1999. "The Risk Premium for Equity: Implications for Clinton's Proposed Diversification of the Social Security Trust Fund," Papers 368, Australian National University - Department of Economics.
   Other versions:
   • Grant, S. & Quiggin, J., 1999. "The Risk Premium for Equity: Implications for Clinton's Proposed Diversification of the Social Security Trust Fund," ANUCBE School of Economics Working Papers 368, Australian National University, College of Business and Economics, School of Economics.
3. John Y. Campbell & John H. Cochrane, 1995. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," NBER Working Papers 4995, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • John Y. Campbell & John H. Cochrane, 1994. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," CRSP working papers 412, Center for Research in Security Prices, Graduate School of Business, University of Chicago. [Downloadable!]
   • John Y. Campbell & John H. Cochrane, 1994. "By force of habit: a consumption-based explanation of aggregate stock market behavior," Working Papers 94-17, Federal Reserve Bank of Philadelphia.
4. Arrow, Kenneth J & Lind, Robert C, 1970. "Uncertainty and the Evaluation of Public Investment Decisions," American Economic Review, American Economic Association, vol. 60(3), pages 364-78, June.
5. Simon Grant & John Quiggin, 2003. "Public Investment and the Risk Premium for Equity," Economica, London School of Economics and Political Science, vol. 70(277), pages 1-18, February.
6. David Miles, . "Testing for short-termism in the UK stock market," Bank of England working papers 4, Bank of England.
   Other versions:
   • Miles, David, 1993. "Testing for Short Termisn in the UK Stock Market," Economic Journal, Royal Economic Society, vol. 103(421), pages 1379-96, November. [Downloadable!] (restricted)
7. Simon Grant & John Quiggin, 2004. "The risk premium for equity: implications for resource allocation, welfare and policy," Risk & Uncertainty Working Papers WPR04_8, Risk and Sustainable Management Group, University of Queensland. [Downloadable!]
   Other versions:
   • Simon Grant & John Quiggin, 2006. "The Risk Premium For Equity: Implications For Resource Allocation, Welfare And Policy ," Australian Economic Papers, Blackwell Publishing, vol. 45(3), pages 253-268, 09. [Downloadable!] (restricted)
8. Mehra, Rajnish & Prescott, Edward C., 1985. "The equity premium: A puzzle," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 145-161, March. [Downloadable!] (restricted)
9. Andrew Atkeson & Christopher Phelan, 1994. "Reconsidering the Costs of Business Cycles with Incomplete Markets," NBER Working Papers 4719, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
10. Mankiw, N. Gregory, 1986. "The equity premium and the concentration of aggregate shocks," Journal of Financial Economics, Elsevier, vol. 17(1), pages 211-219, September. [Downloadable!] (restricted)
    Other versions:
    • N. Gregory Mankiw, 1987. "The Equity Premium and the Concentration of Aggregate Shocks," NBER Working Papers 1788, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
11. Rajnish Mehra & Edward C. Prescott, 2003. "The Equity Premium in Retrospect," NBER Working Papers 9525, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Mehra, Rajnish & Prescott, Edward C., 2003. "The equity premium in retrospect," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 14, pages 889-938 Elsevier. [Downloadable!] (restricted)

Statistics

Access and download statistics

Did you know? You can use IDEAS to provide links to papers and articles in your course syllabus.

This page was last updated on 2008-11-20.