-
1
-
-
0003007882
-
Asset prices under habit formation and catching up with the Joneses
-
Abel, Andrew, "Asset Prices under Habit Formation and Catching up with the Joneses," American Economic Review, LXXX (1990), 38-42.
-
(1990)
American Economic Review
, vol.80
, pp. 38-42
-
-
Abel, A.1
-
2
-
-
0001949247
-
A model of investor sentiment
-
Barberis, Nicholas, Andrei Shleifer, and Robert Vishny, "A Model of Investor Sentiment," Journal of Financial Economics, XLIX (1998), 307-343.
-
(1998)
Journal of Financial Economics
, vol.49
, pp. 307-343
-
-
Barberis, N.1
Shleifer, A.2
Vishny, R.3
-
3
-
-
84906006114
-
Myopic loss aversion and the equity premium puzzle
-
Benartzi, Shlomo, and Richard Thaler, "Myopic Loss Aversion and the Equity Premium Puzzle," Quarterly Journal of Economics, CX (1995), 73-92.
-
(1995)
Quarterly Journal of Economics
, vol.110
, pp. 73-92
-
-
Benartzi, S.1
Thaler, R.2
-
4
-
-
0001548141
-
Asset prices, consumption and the business cycle
-
John Taylor and Michael Woodford, eds. Amsterdam: North-Holland
-
Campbell, John Y., "Asset Prices, Consumption and the Business Cycle," in Handbook of Macroeconomics, John Taylor and Michael Woodford, eds. (Amsterdam: North-Holland, 2000).
-
(2000)
Handbook of Macroeconomics
-
-
Campbell, J.Y.1
-
5
-
-
0032771542
-
By force of habit: A consumption-based explanation of aggregate stock market behavior
-
Campbell, John Y., and John H. Cochrane, "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," Journal of Political Economy, CVII (1999), 205-251.
-
(1999)
Journal of Political Economy
, vol.107
, pp. 205-251
-
-
Campbell, J.Y.1
Cochrane, J.H.2
-
6
-
-
0003963721
-
-
Princeton, NJ: Princeton University Press
-
Campbell, John Y., Andrew W. Lo, and A. Craig MacKinlay, The Econometrics of Financial Markets (Princeton, NJ: Princeton University Press, 1997).
-
(1997)
The Econometrics of Financial Markets
-
-
Campbell, J.Y.1
Lo, A.W.2
Craig MacKinlay, A.3
-
7
-
-
84977717068
-
Stock prices, earnings, and expected dividends
-
Campbell, John Y., and Robert Shiller, "Stock Prices, Earnings, and Expected Dividends," Journal of Finance, XLIII (1988), 661-676.
-
(1988)
Journal of Finance
, vol.43
, pp. 661-676
-
-
Campbell, J.Y.1
Shiller, R.2
-
8
-
-
0000113741
-
Mean reversion in equilibrium asset prices
-
Cecchetti, Stephen, Pok-sang Lam, and Nelson Mark, "Mean Reversion in Equilibrium Asset Prices," American Economic Review, LXXX (1990), 398-418.
-
(1990)
American Economic Review
, vol.80
, pp. 398-418
-
-
Cecchetti, S.1
Lam, P.-S.2
Mark, N.3
-
10
-
-
84935322716
-
Habit formation: A resolution of the equity premium puzzle
-
Constantinides, George, "Habit Formation: A Resolution of the Equity Premium Puzzle," Journal of Political Economy, XCVIII (1990), 531-552.
-
(1990)
Journal of Political Economy
, vol.98
, pp. 531-552
-
-
Constantinides, G.1
-
11
-
-
0001691088
-
Asset pricing with heterogeneous consumers
-
Constantinides, George, and Darrell Duffie, "Asset Pricing with Heterogeneous Consumers," Journal of Political Economy, CIV (1996), 219-240.
-
(1996)
Journal of Political Economy
, vol.104
, pp. 219-240
-
-
Constantinides, G.1
Duffie, D.2
-
12
-
-
8744258405
-
Investor psychology and security market under- and over-reactions
-
Daniel, Kent, David Hirshleifer, and Avanidhar Subrahmanyam, "Investor Psychology and Security Market Under- and Over-reactions," Journal of Finance, LIII (1998), 1839-1885.
-
(1998)
Journal of Finance
, vol.53
, pp. 1839-1885
-
-
Daniel, K.1
Hirshleifer, D.2
Subrahmanyam, A.3
-
13
-
-
38149144032
-
Continuous-time security pricing: A utility gradient approach
-
Duffie, Darrell, and Costis Skiadas, "Continuous-Time Security Pricing: A Utility Gradient Approach,"Journal of Mathematical Economics, XXIII (1994), 107-131.
-
(1994)
Journal of Mathematical Economics
, vol.23
, pp. 107-131
-
-
Duffie, D.1
Skiadas, C.2
-
15
-
-
0000842941
-
Substitution, risk aversion, and the temporal behavior of asset returns: A theoretical framework
-
Epstein, Larry G., and Stanley E. Zin, "Substitution, Risk Aversion, and the Temporal Behavior of Asset Returns: A Theoretical Framework," Econometrica, LVII (1989), 937-968.
-
(1989)
Econometrica
, vol.57
, pp. 937-968
-
-
Epstein, L.G.1
Zin, S.E.2
-
16
-
-
38249016161
-
First-order risk aversion and the equity premium puzzle
-
Epstein, Larry G., and Stanley E. Zin, "First-Order Risk Aversion and the Equity Premium Puzzle," Journal of Monetary Economics, XXVI (1990), 387-407.
-
(1990)
Journal of Monetary Economics
, vol.26
, pp. 387-407
-
-
Epstein, L.G.1
Zin, S.E.2
-
17
-
-
84935429666
-
Substitution, risk aversion, and the temporal behavior of consumption growth and asset returns II: An empirical analysis
-
Epstein, Larry G., and Stanley E. Zin, "Substitution, Risk Aversion, and the Temporal Behavior of Consumption Growth and Asset Returns II: An Empirical Analysis," Journal of Political Economy, XCIX (1991), 263-286.
-
(1991)
Journal of Political Economy
, vol.99
, pp. 263-286
-
-
Epstein, L.G.1
Zin, S.E.2
-
18
-
-
84936823605
-
Permanent and temporary components of stock prices
-
Fama, Eugene, and Kenneth French, "Permanent and Temporary Components of Stock Prices," Journal of Political Economy, XCVI (1988a), 246-273.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 246-273
-
-
Fama, E.1
French, K.2
-
19
-
-
0002056097
-
Dividend yields and expected stock returns
-
Fama, Eugene, and Kenneth French, "Dividend Yields and Expected Stock Returns," Journal of Financial Economics, XXII (1988b), 3-25.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 3-25
-
-
Fama, E.1
French, K.2
-
20
-
-
84897901578
-
Game shows and economic behavior: Risk taking on 'card sharks'
-
Gertner, Robert, "Game Shows and Economic Behavior: Risk Taking on 'Card Sharks'," Quarterly Journal of Economics, CLI (1993), 507-521.
-
(1993)
Quarterly Journal of Economics
, vol.151
, pp. 507-521
-
-
Gertner, R.1
-
21
-
-
0039873162
-
Restrictions on intertemporal marginal rates of substitutions implied by asset returns
-
Hansen, Lars P., and Ravi Jagannathan, "Restrictions on Intertemporal Marginal Rates of Substitutions Implied by Asset Returns," Journal of Political Economy, XCIX (1991), 225-262.
-
(1991)
Journal of Political Economy
, vol.99
, pp. 225-262
-
-
Hansen, L.P.1
Jagannathan, R.2
-
22
-
-
40849105983
-
Stochastic consumption, risk aversion and the temporal behavior of asset returns
-
Hansen, Lars P., and Kenneth Singleton, "Stochastic Consumption, Risk Aversion and the Temporal Behavior of Asset Returns," Journal of Political Economy, XCI (1983), 249-265.
-
(1983)
Journal of Political Economy
, vol.91
, pp. 249-265
-
-
Hansen, L.P.1
Singleton, K.2
-
23
-
-
4243088649
-
Evaluating the effects of incomplete markets on risk sharing and asset pricing
-
Heaton, John, and Deborah Lucas, "Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing," Journal of Political Economy, CIV (1996), 668-712.
-
(1996)
Journal of Political Economy
, vol.104
, pp. 668-712
-
-
Heaton, J.1
Lucas, D.2
-
24
-
-
0012166025
-
A unified theory of underreaction, momentum trading and overreaction in asset markets
-
Hong, Harrison, and Jeremy Stein, "A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets," Journal of Finance, LIV (1999), 2143-2184.
-
(1999)
Journal of Finance
, vol.54
, pp. 2143-2184
-
-
Hong, H.1
Stein, J.2
-
25
-
-
0000125532
-
Prospect theory: An analysis of decision under risk
-
XVLII
-
Kahneman, Daniel, and Amos Tversky, "Prospect Theory: An Analysis of Decision under Risk," Econometrica, XVLII (1979), 263-291.
-
(1979)
Econometrica
, pp. 263-291
-
-
Kahneman, D.1
Tversky, A.2
-
26
-
-
44949277629
-
Asset returns and intertemporal preferences
-
Kandel, Shmuel, and Robert Stambaugh, "Asset Returns and Intertemporal Preferences," Journal of Monetary Economics, XXVII (1991), 39-71.
-
(1991)
Journal of Monetary Economics
, vol.27
, pp. 39-71
-
-
Kandel, S.1
Stambaugh, R.2
-
27
-
-
0002426025
-
The equity premium: It's still a puzzle
-
Kocherlakota, Narayana, "The Equity Premium: It's Still a Puzzle," Journal of Economic Literature, XXXIV (1996), 42-71.
-
(1996)
Journal of Economic Literature
, vol.34
, pp. 42-71
-
-
Kocherlakota, N.1
-
29
-
-
0003966821
-
-
Working Paper, Carnegie Mellon University
-
Loewenstein, George, Ted O'Donoghue, and Matthew Rabin, "Projection Bias in Predicting Future Utility," Working Paper, Carnegie Mellon University, 1999.
-
(1999)
Projection Bias in Predicting Future Utility
-
-
Loewenstein, G.1
O'Donoghue, T.2
Rabin, M.3
-
30
-
-
0000150312
-
Asset prices in an exchange economy
-
Lucas, Robert, "Asset Prices in an Exchange Economy," Econometrica, XLVI (1978), 1419-1446.
-
(1978)
Econometrica
, vol.46
, pp. 1419-1446
-
-
Lucas, R.1
-
31
-
-
46549099071
-
The equity premium puzzle
-
Mehra, Rajnish, and Edward Prescott, "The Equity Premium Puzzle," Journal of Monetary Economics, XV (1985), 145-161.
-
(1985)
Journal of Monetary Economics
, vol.15
, pp. 145-161
-
-
Mehra, R.1
Prescott, E.2
-
32
-
-
0002158052
-
Mean-reversion in stock returns: Evidence and implications
-
Poterba, James, and Lawrence Summers, "Mean-Reversion in Stock Returns: Evidence and Implications," Journal of Financial Economics, XXII (1988), 27-60.
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 27-60
-
-
Poterba, J.1
Summers, L.2
-
35
-
-
0002387168
-
Intertemporally dependent preferences and the volatility of consumption and wealth
-
Sundaresan, Suresh, "Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth," Review of Financial Studies, II (1989), 73-88.
-
(1989)
Review of Financial Studies
, vol.2
, pp. 73-88
-
-
Sundaresan, S.1
-
36
-
-
0000630111
-
Gambling with the house money and trying to break even: The effects of prior outcomes on risky choice
-
Thaler, Richard H., and Eric J. Johnson, "Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice," Management Science, XXXVI (1990), 643-660.
-
(1990)
Management Science
, vol.36
, pp. 643-660
-
-
Thaler, R.H.1
Johnson, E.J.2
-
37
-
-
0019392722
-
The framing of decisions and the psychology of choice
-
Tversky, Amos, and Daniel Kahneman, "The Framing of Decisions and the Psychology of Choice," Science, CCXI (1981), 453-458.
-
(1981)
Science
, vol.211
, pp. 453-458
-
-
Tversky, A.1
Kahneman, D.2
-
38
-
-
31744450082
-
Advances in prospect theory: Cumulative representation of uncertainty
-
Tversky, Amos, and Daniel Kahneman, "Advances in Prospect Theory: Cumulative Representation of Uncertainty," Journal of Risk and Uncertainty, V (1992), 297-323.
-
(1992)
Journal of Risk and Uncertainty
, vol.5
, pp. 297-323
-
-
Tversky, A.1
Kahneman, D.2
|