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1. Yacine Aït-Sahalia & Michael W. Brandt, 2008. "Consumption and Portfolio Choice with Option-Implied State Prices," NBER Working Papers 13854, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Joe Tak-Yun Wong & Eddie Hui & William Seabrooke & John Raftery, 2005. "A study of the Hong Kong property market: housing price expectations," Construction Management & Economics, Taylor and Francis Journals, vol. 23(7), pages 757-765, September. [Downloadable!] (restricted)
3. Louis K.C. Chan & Jason Karceski & Josef Lakonishok, 2001. "The Level and Persistence of Growth Rates," NBER Working Papers 8282, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
4. Stotz, Olaf & L\"utje, Torben & Menkhoff, Lukas & von Nitzsch, R\"udiger, 2004. "Do Fund Managers Expect Mean Averting Returns?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-309, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
5. Richard Podpiera & Tomas Dvorak, 2005. "European Union Enlargement and Equity Markets in Accession Countries," IMF Working Papers 05/182, International Monetary Fund. [Downloadable!]
   Other versions:
   • Tomas Dvorak & Richard Podpiera, 2005. "European Union enlargement and equity markets in accession countries," Working Paper Series 552, European Central Bank. [Downloadable!]
   • Dvorak, Tomas & Podpiera, Richard, 2006. "European Union enlargement and equity markets in accession countries," Emerging Markets Review, Elsevier, vol. 7(2), pages 129-146, June. [Downloadable!] (restricted)
6. Hans Dewachter & Kristien Smedts, 2007. "Limits to international arbitrage: an empirical evaluation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(3), pages 273-285. [Downloadable!]
7. M.J. Brennan, 2004. "How Did It Happen?," University of California at Los Angeles, Anderson Graduate School of Management 1250, Anderson Graduate School of Management, UCLA. [Downloadable!]
8. Fernandez, Pablo, 2004. "Are calculated betas good for anything?," IESE Research Papers D/555, IESE Business School. [Downloadable!]
9. Ivo Welch, 2001. "The Equity Premium Consensus Forecast Revisited," Cowles Foundation Discussion Papers 1325, Cowles Foundation, Yale University. [Downloadable!]
10. Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina., 2000. "The declining U.S. equity premium," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall, pages 3-19. [Downloadable!]
    Other versions:
    • Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2001. "The Declining U.S. Equity Premium," NBER Working Papers 8172, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
11. Ilia D. Dichev, 2007. "What Are Stock Investors’ Actual Historical Returns? Evidence from Dollar-Weighted Returns," American Economic Review, American Economic Association, vol. 97(1), pages 386-401, March.
12. Jeff Dominitz & Charles F. Manski, 2005. "Measuring and Interpreting Expectations of Equity Returns," NBER Working Papers 11313, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
13. Rui Alpalhão & Paulo Alves, 2005. "The Portuguese equity risk premium: what we know and what we don’t know," Applied Financial Economics, Taylor and Francis Journals, vol. 15(7), pages 489-498, April. [Downloadable!] (restricted)
14. Glaser, Markus & Langer, Thomas & Reynders, Jens & Weber, Martin, 2005. "Framing Effects in Stock Market Forecasts: The Difference Between Asking for Prices and Asking for Returns," Sonderforschungsbereich 504 Publications 05-40, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
15. Jakob B. Madsen, 2003. "The Equity Risk Premium and the Required Share Returns in a Tobin’s q Model," EPRU Working Paper Series 03-10, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
16. Basak, Suleyman, 2004. "Asset Prices with Heterogenous Beliefs," CEPR Discussion Papers 4256, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
17. Günther Gebhardt & Holger Daske, 2004. "Zukunftsorientierte Bestimmung von Kapitalkosten für die Unternehmensbewertung," Working Paper Series: Finance and Accounting 134, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
18. Marianna Brunetti & Costanza Torricelli, 2007. "The role of demographic variables in explaining financial returns in Italy," Heterogeneity and monetary policy 0701, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica. [Downloadable!]
19. Gene Amromin & Steven A. Sharpe, 2008. "Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?," Finance and Economics Discussion Series 2008-17, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
20. Sanjai Bhagat & Roberta Romano, . "Event Studies and the Law--Part I: Technique and Corporate Litigation," Yale Law School John M. Olin Center for Studies in Law, Economics, and Public Policy Working Paper Series yale_lepp-1021, Yale Law School John M. Olin Center for Studies in Law, Economics, and Public Policy. [Downloadable!]