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The equity premium puzzle

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  • Andrew B. Abel

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File URL: http://www.phil.frb.org/research-and-data/publications/business-review/1991/brso91aa.pdf
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Bibliographic Info

Article provided by Federal Reserve Bank of Philadelphia in its journal Business Review.

Volume (Year): (1991)
Issue (Month): Sep ()
Pages: 3-14

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Handle: RePEc:fip:fedpbr:y:1991:i:sep:p:3-14

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Related research

Keywords: Capital market;

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Citations

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Cited by:
  1. Rene M. Stulz, 1999. "Globalization of Equity Markets and the Cost of Capital," NBER Working Papers 7021, National Bureau of Economic Research, Inc.
  2. Fernandez, Pablo & Aguirreamalloa, Javier & Liechtenstein, Heinrich, 2009. "The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy," IESE Research Papers D/821, IESE Business School.
  3. S.G. Cecchetti & P. Lam & N.C. Mark, 2010. "The equity premium and the risk-free rate: matching the moments," Levine's Working Paper Archive 1396, David K. Levine.
  4. Jeremy J. Siegel & Richard H. Thaler, 1997. "Anomalies: The Equity Premium Puzzle," Journal of Economic Perspectives, American Economic Association, vol. 11(1), pages 191-200, Winter.
  5. Mele, Antonio, 2004. "General Properties of Rational Stock-Market Fluctuations," Economics Series 153, Institute for Advanced Studies.
  6. Richard W. Kopcke, 1997. "Are stocks overvalued?," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 21-40.
  7. Patricia Fraser & Martin Hoesli & Lynn Mc Alevey, . "House Prices and Bubbles in New Zealand," Swiss Finance Institute Research Paper Series 06-20, Swiss Finance Institute.
  8. Wolfgang Bessler, 1999. "Equity returns, bond returns, and the equity premium in the German capital market," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 186-201.
  9. Russel Cooper & Kieran P. Donaghy, 2000. "Risk and Growth: Theoretical Relationships and Preliminary Estimates for South Africa," Econometric Society World Congress 2000 Contributed Papers 0527, Econometric Society.
  10. Carol C. Bertaut, 1996. "Stockholding behavior of U.S. households: evidence from the 1983-89 Survey of Consumer Finances," International Finance Discussion Papers 558, Board of Governors of the Federal Reserve System (U.S.).

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