-
7
-
-
38249005063
-
The equity premium and the risk-free rate: Matching the moments
-
Cecchetti S. Lam S. Mark N. The equity premium and the risk-free rate: matching the moments Journal of Monetary Economics 31 1993 21-45
-
(1993)
Journal of Monetary Economics
, vol.31
, pp. 21-45
-
-
Cecchetti, S.1
Lam, S.2
Mark, N.3
-
8
-
-
84935322716
-
Habit formation: A resolution of the equity premium puzzle
-
Constantinides G. Habit formation: a resolution of the equity premium puzzle Journal of Political Economy 98 1990 519-543
-
(1990)
Journal of Political Economy
, vol.98
, pp. 519-543
-
-
Constantinides, G.1
-
10
-
-
84936067423
-
The theory of rational bubbles in stock prices
-
Diba B. Grossman H. The theory of rational bubbles in stock prices Economic Journal 98 1988 746-757
-
(1988)
Economic Journal
, vol.98
, pp. 746-757
-
-
Diba, B.1
Grossman, H.2
-
11
-
-
0000842941
-
Substitution, risk aversion, and the temporal behavior of consumption growth and asset returns I: A theoretical framework
-
Epstein L. Zin S. Substitution, risk aversion, and the temporal behavior of consumption growth and asset returns I: a theoretical framework Econometrica 57 1989 937-969
-
(1989)
Econometrica
, vol.57
, pp. 937-969
-
-
Epstein, L.1
Zin, S.2
-
12
-
-
0000206041
-
Intertemporal asset pricing under knightian uncertainty
-
Epstein L. Wang T. Intertemporal asset pricing under knightian uncertainty Econometrica 62 1994 238-322
-
(1994)
Econometrica
, vol.62
, pp. 238-322
-
-
Epstein, L.1
Wang, T.2
-
14
-
-
0001342006
-
A new approach to the economic analysis of non-stationary time series and the business cycle
-
Hamilton J. A new approach to the economic analysis of non-stationary time series and the business cycle Econometrica 57 1989 357-384
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.1
-
15
-
-
0036145215
-
Investor psychology in capital markets: Evidence and policy implications
-
Kent D. Hirshleife D. Teol S.H. Investor psychology in capital markets: evidence and policy implications Journal of Monetary Economics 49 2002 139-209
-
(2002)
Journal of Monetary Economics
, vol.49
, pp. 139-209
-
-
Kent, D.1
Hirshleife, D.2
Teol, S.H.3
-
18
-
-
0000150312
-
Asset prices in an exchange economy
-
Lucas R.L. Asset prices in an exchange economy Econometrica 46 1978 1429-1445
-
(1978)
Econometrica
, vol.46
, pp. 1429-1445
-
-
Lucas, R.L.1
-
19
-
-
84959808753
-
Stock market forecastability and volatility: A statistical appraisal
-
Mankiw N.G. Romer D. Shapiro M. Stock market forecastability and volatility: a statistical appraisal Review of Economic Studies 58 1991 455-477
-
(1991)
Review of Economic Studies
, vol.58
, pp. 455-477
-
-
Mankiw, N.G.1
Romer, D.2
Shapiro, M.3
-
21
-
-
84986397409
-
The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time-series models
-
Sampson M. The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time-series models Journal of Applied Econometrics 6 1991 67-76
-
(1991)
Journal of Applied Econometrics
, vol.6
, pp. 67-76
-
-
Sampson, M.1
-
23
-
-
0011342321
-
Can agents learn to rational expectations? Some results on convergence and stability of learning in the UK stock market
-
Timmermann A. Can agents learn to rational expectations? Some results on convergence and stability of learning in the UK stock market Economic Journal 1994 777-797
-
(1994)
Economic Journal
, pp. 777-797
-
-
Timmermann, A.1
-
24
-
-
0001022690
-
On the possibility of speculation under rational expectations
-
Tirole J. On the possibility of speculation under rational expectations Econometrica 50 1982 1163-1181
-
(1982)
Econometrica
, vol.50
, pp. 1163-1181
-
-
Tirole, J.1
-
25
-
-
0001575872
-
Asset bubbles and overlapping generations
-
Tirole J. Asset bubbles and overlapping generations Econometrica 53 1985 1499-1527
-
(1985)
Econometrica
, vol.53
, pp. 1499-1527
-
-
Tirole, J.1
-
26
-
-
0000098154
-
On the possibility of price decreasing bubbles
-
Weil P. On the possibility of price decreasing bubbles Econometrica 58 1990 1467-1474
-
(1990)
Econometrica
, vol.58
, pp. 1467-1474
-
-
Weil, P.1
|