Street-smart asset pricing
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- repec:fth:harver:1421 is not listed on IDEAS
- Christian Julliard & Anisha Ghosh, 2012.
"Can Rare Events Explain the Equity Premium Puzzle?,"
Review of Financial Studies,
Society for Financial Studies, vol. 25(10), pages 3037-3076.
- Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," FMG Discussion Papers dp610, Financial Markets Group.
- Anisha Ghosh & Christian Julliard, 2008. "Can Rare Events Explain the Equity Premium Puzzle?," 2008 Meeting Papers 1090, Society for Economic Dynamics.
- Ghosh, Anisha & Julliard, Christian, 2012. "Can Rare Events Explain the Equity Premium Puzzle?," CEPR Discussion Papers 8899, C.E.P.R. Discussion Papers.
- Julliard, Christian & Ghosh, Anisha, 2008. "Can rare events explain the equity premium puzzle?," LSE Research Online Documents on Economics 4808, London School of Economics and Political Science, LSE Library.
- Alberto Giovannini & Philippe Weil, 1989. "Risk Aversion and Intertemporal Substitution in the Capital Asset Pricing Model," NBER Working Papers 2824, National Bureau of Economic Research, Inc.
- Copeland, Laurence & Zhu, Yanhui, 2007. "Rare Disasters and the Equity Premium in a Two-Country World," Cardiff Economics Working Papers E2007/6, Cardiff University, Cardiff Business School, Economics Section.
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