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Journal of Monetary Economics
Volumn 54, Issue 4, 2007, Pages 1035-1050
Do self-control preferences help explain the puzzling behavior of asset prices?
Author keywords

Equity premium; Full information estimation; Risk free rate; Stock price volatility
Indexed keywords

EID: 34247366038     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2006.03.002     Document Type: Article
Times cited : (23)
References (16)
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  • 2
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    • DeJong, D.N.1    Whiteman, C.H.2
  • 3
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    • DeJong, D.N.1    Whiteman, C.H.2
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    • Grossman, S.J.1    Shiller, R.J.2
  • 6
    • 1642281792 scopus 로고    scopus 로고
    • Self-control and the theory of consumption
    • Gul F., and Pesendorfer W. Self-control and the theory of consumption. Econometrica 72 1 (2004) 119-158
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    • Gul, F.1    Pesendorfer, W.2
  • 7
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    • Huang, K., Liu, Z., Zhu, Q., 2005. Temptation and self-control: some evidence from the consumer expenditure survey. Manuscript.
  • 11
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    • Stock price volatility: tests based on implied variance bounds
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  • 12
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    • Asset prices in an exchange economy
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    • Mehra, R., Prescott, E., 2003. The equity premium in retrospect. NBER Working Paper 9525.
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    • Do stock prices move too much to be justified by subsequent changes in dividends?
    • Shiller R.J. Do stock prices move too much to be justified by subsequent changes in dividends?. American Economic Review 71 3 (1981) 421-436
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  • 16
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    • The equity premium puzzle and the risk-free rate puzzle
    • Weil P. The equity premium puzzle and the risk-free rate puzzle. Journal of Monetary Economics 24 2 (1989) 401-421
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    • Weil, P.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.