Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium
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- Andrew B. Abel, "undated". "Asset Prices Under Heterogenous Beliefs: Implications for the Equity Premium," Rodney L. White Center for Financial Research Working Papers 9-89, Wharton School Rodney L. White Center for Financial Research.
Citations
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Cited by:
- Mankiw, N. Gregory & Zeldes, Stephen P., 1991.
"The consumption of stockholders and nonstockholders,"
Journal of Financial Economics, Elsevier, vol. 29(1), pages 97-112, March.
- Mankiw, N.G. & Zeldes, S.P., 1990. "The Consumption Of Stockholders And Non-Stockholders," Weiss Center Working Papers 23-90, Wharton School - Weiss Center for International Financial Research.
- N. Gregory Mankiw & Stephen P. Zeldes, 1990. "The Consumption of Stockholders and Non-Stockholders," NBER Working Papers 3402, National Bureau of Economic Research, Inc.
- repec:dau:papers:123456789/3495 is not listed on IDEAS
- Xue-Zhong He & Lei Shi, 2008. "Heterogeneity, Bounded Rationality and Market Dysfunctionality," Research Paper Series 233, Quantitative Finance Research Centre, University of Technology, Sydney.
- Evan W. Anderson & Eric Ghysels & Jennifer L. Juergens, 2005.
"Do Heterogeneous Beliefs Matter for Asset Pricing?,"
Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 875-924.
- Jennifer Juergens & Evan Anderson & Eric Ghysels, 2004. "Do Heterogeneous Beliefs Matter for Asset Pricing?," Econometric Society 2004 North American Summer Meetings 477, Econometric Society.
- He, Xue-Zhong & Treich, Nicolas, 2012.
"Heterogeneous Beliefs and Prediction Market Accuracy,"
TSE Working Papers
13-394, Toulouse School of Economics (TSE).
- He, Xue-Zhong & Treich, Nicolas, 2012. "Heterogeneous Beliefs and Prediction Market Accuracy," IDEI Working Papers 775, Institut d'Économie Industrielle (IDEI), Toulouse.
- He, Xue-Zhong & Treich, Nicolas, 2013. "Heterogeneous Beliefs and Prediction Market Accuracy," LERNA Working Papers 13.05.392, LERNA, University of Toulouse.
- Giordani, Paolo & Soderlind, Paul, 2006. "Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 30(6), pages 1027-1043, June.
- Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2006. "Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis," Research Paper Series 186, Quantitative Finance Research Centre, University of Technology, Sydney.
- Elyes Jouini & Clotilde Napp, 2004.
"Hétérogénéité des croyances, prix du risque et volatilité des marchés,"
Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 125-137.
- Elyès Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print halshs-00176465, HAL.
- Carlin, Bruce I. & Longstaff, Francis A. & Matoba, Kyle, 2014. "Disagreement and asset prices," Journal of Financial Economics, Elsevier, vol. 114(2), pages 226-238.
- Hu, Yingyi & Zhao, Tiao & Zhang, Lin, 2020. "Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 74-89.
- Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008.
"Are risk-averse agents more optimistic? A Bayesian estimation approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 843-860.
- Selima Benmansour & Elyès Jouini & Clotilde Napp & Jean-Michel Marin & Christian Robert, 2007. "Are risk averse agents more optimistic? A Bayesian estimation approach," Working Papers halshs-00163678, HAL.
- Elyès Jouini & Selima Ben Mansour & Clotilde Napp & Jean-Michel Marin & Christian Robert, 2008. "Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach," Post-Print halshs-00176629, HAL.
- Jouini, Elyes & Napp, Clotilde, 2006. "Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt," Journal of Economic Dynamics and Control, Elsevier, vol. 30(7), pages 1233-1260, July.
- Jouini, Elyès & Napp, Clotilde, 2015.
"Gurus and belief manipulation,"
Economic Modelling, Elsevier, vol. 49(C), pages 11-18.
- Elyès Jouini & Clotilde Napp, 2010. "Gurus and beliefs manipulation," Working Papers halshs-00555609, HAL.
- Elyes Jouini & Clotilde Napp, 2015. "Gurus and belief manipulation," Post-Print halshs-01250251, HAL.
- Emilio Barucci & Marco Casna, 2014. "On the Market Selection Hypothesis in a Mean Reverting Environment," Computational Economics, Springer;Society for Computational Economics, vol. 44(1), pages 101-126, June.
- Adem Atmaz & Suleyman Basak, 2018.
"Belief Dispersion in the Stock Market,"
Journal of Finance, American Finance Association, vol. 73(3), pages 1225-1279, June.
- Atmaz, Adem & Basak, Suleyman, 2017. "Belief Dispersion in the Stock Market," CEPR Discussion Papers 12056, C.E.P.R. Discussion Papers.
- repec:dau:papers:123456789/78 is not listed on IDEAS
- repec:dau:papers:123456789/2324 is not listed on IDEAS
- Carl Chiarella & Roberto Dieci & Tony He, 2006. "Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis," Computing in Economics and Finance 2006 108, Society for Computational Economics.
- Costas Xiouros, 2006. "Asset price volatilities and trading volumes in heterogeneous agent economies," Computing in Economics and Finance 2006 466, Society for Computational Economics.
- Basak, Suleyman, 2004. "Asset Prices with Heterogenous Beliefs," CEPR Discussion Papers 4256, C.E.P.R. Discussion Papers.
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