Composite-asset-risk approach to solving the equity premium puzzle

International Review of Economics & Finance ◽

10.1016/j.iref.2020.08.017 ◽

2021 ◽

Vol 71 ◽

pp. 200-216

Author(s):

Yun-Yeong Kim

Keyword(s):

Equity Premium ◽

Equity Premium Puzzle ◽

Risk Approach ◽

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Is There an Equity Premium Puzzle in Italy? A look at Asset Returns, Consumption and Financial Structure Data over the Last Century

SSRN Electronic Journal ◽

10.2139/ssrn.1269506 ◽

1999 ◽

Author(s):

Fabio Panetta ◽

Roberto Violi

Keyword(s):

Structure Data ◽

Equity Premium ◽

Financial Structure ◽

Asset Returns ◽

Equity Premium Puzzle ◽

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The Private Equity Premium Puzzle

SSRN Electronic Journal ◽

10.2139/ssrn.252310 ◽

2001 ◽

Author(s):

Tobias J. Moskowitz ◽

Annette Vissing-Jorgensen

Keyword(s):

Private Equity ◽

Equity Premium ◽

Equity Premium Puzzle ◽

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Rational Beliefs or Distorted Beliefs: The Equity Premium Puzzle and Micro Survey Data

Southern Economic Journal ◽

10.1002/j.2325-8012.2006.tb00727.x ◽

2006 ◽

Vol 72 (3) ◽

pp. 677-689

Author(s):

Cheolbeom Park

Keyword(s):

Survey Data ◽

Equity Premium ◽

Rational Beliefs ◽

Equity Premium Puzzle ◽

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Disaggregation and the equity premium puzzle

Journal of Empirical Finance ◽

10.1016/j.jempfin.2020.05.002 ◽

2020 ◽

Vol 58 ◽

pp. 1-18

Author(s):

Matthew S. Wilson

Keyword(s):

Equity Premium ◽

Equity Premium Puzzle ◽

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The Private Equity Premium Puzzle Revisited-New Evidence on the Role of Heterogeneous Risk Attitudes

Economica ◽

10.1111/j.1468-0335.2010.00864.x ◽

2010 ◽

Vol 78 (312) ◽

pp. 656-675 ◽

Author(s):

FRANK M. FOSSEN

Keyword(s):

Private Equity ◽

Equity Premium ◽

Risk Attitudes ◽

Equity Premium Puzzle ◽

Premium Puzzle ◽

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A New Perspective on the Equity Premium Puzzle

SSRN Electronic Journal ◽

10.2139/ssrn.2908646 ◽

2017 ◽

Author(s):

Hammad Siddiqi

Keyword(s):

Equity Premium ◽

Equity Premium Puzzle ◽

Premium Puzzle ◽

New Perspective

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A reexamination of the equity-premium puzzle: A robust non-parametric approach

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2006.01.002 ◽

2006 ◽

Vol 17 (2) ◽

pp. 173-189 ◽

Author(s):

G.C. Lim ◽

Esfandiar Maasoumi ◽

Vance L. Martin

Keyword(s):

Equity Premium ◽

Parametric Approach ◽

Equity Premium Puzzle ◽

Premium Puzzle ◽

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Intertemporal choice and the equity premium puzzle

The Economics of Financial Markets ◽

10.1017/cbo9780511817458.012 ◽

2005 ◽

pp. 250-280

Keyword(s):

Intertemporal Choice ◽

Equity Premium ◽

Equity Premium Puzzle ◽

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Equity Premium Puzzle: Not Solved Yet

SSRN Electronic Journal ◽

10.2139/ssrn.2209825 ◽

2013 ◽

Author(s):

Sara Nada

Keyword(s):

Equity Premium ◽

Equity Premium Puzzle ◽

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Resource Allocation in the Brain and the Equity Premium Puzzle

SSRN Electronic Journal ◽

10.2139/ssrn.3609062 ◽

2020 ◽

Author(s):

Hammad Siddiqi

Keyword(s):

Resource Allocation ◽

Equity Premium ◽

Equity Premium Puzzle ◽

Premium Puzzle ◽

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