Citations for "The Equity Premium: Why is it a Puzzle?"
by Rajnish Mehra
- Casper van Ewijk & Henri L.F. de Groot & Coos Santing, 2010.
"A Meta-Analysis of the Equity Premium,"
Tinbergen Institute Discussion Papers
10-078/3, Tinbergen Institute.
- Kenc, Turalay & Dibooglu, Sel, 2007. "The spirit of capitalism, asset pricing and growth in a small open economy," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1378-1402, December.
- : Constantinos Antoniou & : Richard D.F. Harris & : Ruogu Zhang, 2013. "Ambiguity Aversion and Stock Market Participation: Evidence from Fund Flows," Working Papers wpn13-01, Warwick Business School, Finance Group.
- Grant, Simon & Quiggin, John, 2003. "The Risk Premium for Equity: Implicatiosn for Resource Allocation, Welfare adn Policy," Working Papers 2003-14, Rice University, Department of Economics.
- Córdoba, Juan Carlos & Ripoll, Marla, 2013.
"What explains schooling differences across countries?,"
Journal of Monetary Economics,
Elsevier, vol. 60(2), pages 184-202.
- Juan Carlos Cordoba & Marla Ripoll, 2011. "What Explains Schooling Differences Across Countries?," Working Papers 2011-028, Human Capital and Economic Opportunity Working Group.
- Cordoba, Juan Carlos & Ripoll, Marla, 2013. "What explains schooling differences across countries?," Staff General Research Papers Archive 36066, Iowa State University, Department of Economics.
- Fielding, David & Stracca, Livio, 2003.
"Myopic loss aversion, disappointment aversion, and the equity premium puzzle,"
Working Paper Series
0203, European Central Bank.
- Fielding, David & Stracca, Livio, 2007. "Myopic loss aversion, disappointment aversion, and the equity premium puzzle," Journal of Economic Behavior & Organization, Elsevier, vol. 64(2), pages 250-268, October.
- Lee, Ji Hyung & Phillips, Peter C.B., 2016. "Asset pricing with financial bubble risk," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 590-622.
- Gürtler, Marc & Hartmann, Nora, 2004. "The equity premium puzzle and emotional asset pricing," Working Papers FW10V3, Technische Universität Braunschweig, Institute of Finance.
- Hultkrantz, Lars & Mantalos, Panagiotis, 2016. "Hedging with Trees: Tail-Hedge Discounting of Long-Term Forestry Returns," Working Papers 2016:2, Örebro University, School of Business.
- LeBaron, Blake, 2006. "Agent-based Computational Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 24, pages 1187-1233 Elsevier.
- Li, Jinlu, 2010. "Some solutions to the equity premium and volatility puzzles," MPRA Paper 26833, University Library of Munich, Germany, revised 01 Aug 2010.
- Mirakhor, Abbas, 2010. "Whither Islamic Finance? Risk Sharing in An Age of Crises," MPRA Paper 56341, University Library of Munich, Germany.
- Mark Kamstra & Rpbert J. Shiller, 2008. "The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 271, August.
- Rochon, Mathieu & Desrosiers, Stéphanie & L’Her, Jean-François, 2004. "Révision à la baisse de la prime sur les actions au Canada," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(1), pages 137-170, Mars.
- Christophe, Faugere, 2003. "A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination," MPRA Paper 15579, University Library of Munich, Germany, revised 04 Jun 2009.
- Cysne, Rubens Penha, 2005.
"Equity-premium puzzle: evidence from Brazilian data,"
Economics Working Papers (Ensaios Economicos da EPGE)
586, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Rubens Penha Cysne, 2005. "Equity-Premium Puzzle: Evidence From Brazilian Data," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 088, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Mosolygó, Zsuzsa, 2010.
"A tőkefedezeti rendszer alapkérdéseinek új megközelítése
[A new approach to the basic issues raised by the PAYE system]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 612-633.
- Lim, G.C. & Maasoumi, Esfandiar & Martin, Vance L., 2006.
"A reexamination of the equity-premium puzzle: A robust non-parametric approach,"
The North American Journal of Economics and Finance,
Elsevier, vol. 17(2), pages 173-189, August.
- Maasoumi, Esfandiar & Lim, G.C. & Martin, Vance, 2006. "A reexamination of the equity-premium puzzle: A robust non-parametric approach," Departmental Working Papers 0604, Southern Methodist University, Department of Economics.
- Christophe Faugere & Julian Van Erlach, 2003.
"A General Theory of Stock Market Valuation and Return,"
0311005, EconWPA, revised 17 May 2004.
- Christophe Faugere & Julian Van Erlach, 2004. "A General Theory of Stock Market Valuation and Return," Finance 0403004, EconWPA, revised 17 May 2004.
- Javier Lopez Bernardo, 2016. "A post-Keynesian theory for the yield on equity markets," Working Papers PKWP1613, Post Keynesian Economics Study Group (PKSG).
- Tsvetanka Karagyozova, 2007. "Asset Pricing with Heterogeneous Agents, Incomplete Markets and Trading Constraints," Working papers 2007-46, University of Connecticut, Department of Economics, revised Sep 2008.
- Samih Azar, 2011. "Retesting the CCAPM Euler equations," International Journal of Managerial Finance, Emerald Group Publishing, vol. 7(4), pages 324-346, September.
- Grammig, Joachim G. & Schrimpf, Andreas, 2006. "Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns," ZEW Discussion Papers 06-32, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Marco Taboga, 2002.
"The realized equity premium has been higher than expected: further evidence,"
- Marco Taboga, 2002. "The Realized Equity Premium has been Higher than Expected: Further Evidence," CeRP Working Papers 29, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Shackman, Joshua D., 2006. "The equity premium and market integration: Evidence from international data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 155-179, April.
- repec:dgr:rugsom:04e02 is not listed on IDEAS
- Juan Carlos Cordoba, 2015.
"Online Appendix to "Children, Dynastic Altruism and the Wealth of Nations","
13-127, Review of Economic Dynamics.
- Juan Carlos Cordoba, 2015. "Children, Dynastic Altruism and the Wealth of Nations," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(4), pages 774-791, October.
- Rieger, Marc Oliver & Wang, Mei, 2012. "Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data," Finance Research Letters, Elsevier, vol. 9(2), pages 63-72.
- Abbas Mirakhor & S. Nuri Erbas, 2007. "The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality," IMF Working Papers 07/230, International Monetary Fund.
- Liu, Liqun, 2012. "Inferring the rate of pure time preference under uncertainty," Ecological Economics, Elsevier, vol. 74(C), pages 27-33.
- Dean Corbae & Pablo D'Erasmo, 2010. "A Quantitative Model of Banking Industry Dynamics," 2010 Meeting Papers 268, Society for Economic Dynamics.
- Dominique Pepin, 2016.
"The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model,"
1604.03337, arXiv.org, revised Jun 2016.
- Pepin Dominique, 2016. "The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model," Economics Bulletin, AccessEcon, vol. 36(2), pages 931-935.
- Dominique Pepin, 2016. "The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model," Post-Print hal-01299834, HAL.
- J. Bradford DeLong & Konstantin Magin, 2009. "The U.S. Equity Return Premium: Past, Present, and Future," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 193-208, Winter.
- Fernandez, Pablo, 2004. "Most common errors in company valuation," IESE Research Papers D/565, IESE Business School.
- Berg, Tobias & Kaserer, Christoph, 2008. "Linking credit risk premia to the equity premium," CEFS Working Paper Series 2008-01, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
- Pablo Fernández & Andrada Bilan, 2013.
"110 Common Errors in Company Valuations,"
International Journal of Economics & Business Administration (IJEBA),
International Journal of Economics & Business Administration (IJEBA), vol. 0(1), pages 33-78.
- Filippo Taddei, 2007. "Equity Premium: Interaction of Belief Heterogeneity and Distribution of Wealth?," Carlo Alberto Notebooks 67, Collegio Carlo Alberto.
- Rajnish Mehra, 2006. "The Equity Premium in India," NBER Working Papers 12434, National Bureau of Economic Research, Inc.
- Dean Baker & J. Bradford Delong & Paul R. Krugman, 2005. "Asset Returns and Economic Growth," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 36(1), pages 289-330.
- Ferhan Salman, 2005. "Risk Aversion, Sovereign Bonds and Risk Premium," Working Papers 0514, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Jules Tinang & Nour Meddahi, 2016. "GMM estimation of the Long Run Risks model," 2016 Meeting Papers 1107, Society for Economic Dynamics.
- Donald T. Wargo & Norman A. Baglini & Katherine A. Nelson, 2010. "The New Millenniumâ€™s First Global Financial Crisis: The Neuroeconomics of Greed, Self-interest, Deception, False Trust, Overconfidence and Risk Perception," Chapters, in: Neuroeconomics and the Firm, chapter 5 Edward Elgar Publishing.
- Christophe Faugere & Julian Van Erlach, 2003. "The Equity Premium: Explained by GDP Growth and Consistent with Portfolio Insurance," Finance 0311004, EconWPA.
- Vance Martin & G.C. Lim & Esfandiar Maasoumi, 2004. "Discounting The Equity Premium Puzzle," Econometric Society 2004 Australasian Meetings 331, Econometric Society.
- George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002.
"Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security,"
NBER Working Papers
8906, National Bureau of Economic Research, Inc.
- G. M. Constantinides & J. B. Donaldson & R. Mehra, 2005. "Junior must pay: pricing the implicit put in privatizing Social Security," Annals of Finance, Springer, vol. 1(1), pages 1-34, 01.
- Robert Goldberg, 2015. "A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios," Review of Quantitative Finance and Accounting, Springer, vol. 44(4), pages 733-754, May.
- Maier, Johannes & Rüger, Maximilian, 2010. "Measuring Risk Aversion Model-Independently," Discussion Papers in Economics 11873, University of Munich, Department of Economics.
- Mark Kamstra & Robert Shiller, 2009.
"The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation,"
Yale School of Management Working Papers
amz2418, Yale School of Management.
- Mark J. Kamstra & Robert J. Shiller, 2009. "The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation," Cowles Foundation Discussion Papers 1717, Cowles Foundation for Research in Economics, Yale University.
- Fernandez, Pablo, 2004. "80 common and uncommon errors in company valuation," IESE Research Papers D/550, IESE Business School.
- Chichilnisky, Graciela, 2009. "The topology of fear," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 807-816, December.
- Fernandez, Pablo, 2003. "75 common and uncommon errors in company valuation," IESE Research Papers Db/515, IESE Business School.
- Andrés Mauricio Gómez Sánchez & José Gabriel Astaiza Gómez, 2015. "Ex-post Equity Risk Premiums and Economic Cycles in Colombia: An Empirical Research Using Kalman and Hodrick-Prescott Filters," REVISTA FINANZAS Y POLÍTICA ECONÓMICA, UNIVERSIDAD CATOLICA DE COLOMBIA, January.
- Siddiqi, Hammad, 2016. "Anchoring and Adjustment Heuristic: A Unified Explanation for Asset-Return Puzzles," Risk and Sustainable Management Group Working Papers 229607, University of Queensland, School of Economics.
- Eunhee Lee & Chang Kim & In-Moo Kim, 2015. "Equity premium over different investment horizons," Empirical Economics, Springer, vol. 48(3), pages 1169-1187, May.
- Shu, Hui-Chu, 2010. "Investor mood and financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 76(2), pages 267-282, November.
- Caporale, Guglielmo Maria & Donadelli, Michael & Varani, Alessia, 2015. "International capital markets structure, preferences and puzzles: A “US–China World”," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 85-99.