Ambiguity aversion and the equity premium puzzle: A re-examination of experimental data on repeated gambles

The Journal of Socio-Economics ◽

10.1016/j.socec.2005.07.006 ◽

2005 ◽

Vol 34 (5) ◽

pp. 635-655 ◽

Author(s):

John A. Aloysius

Keyword(s):

Experimental Data ◽

Ambiguity Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

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The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality

IMF Working Papers ◽

10.5089/9781451867947.001 ◽

2007 ◽

Vol 07 (230) ◽

pp. 1 ◽

Author(s):

Abbas Mirakhor ◽

S. Nuri Erbas ◽

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Keyword(s):

Ambiguity Aversion ◽

Equity Premium ◽

Institutional Quality ◽

Equity Premium Puzzle ◽

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The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality

SSRN Electronic Journal ◽

10.2139/ssrn.1019684 ◽

2007 ◽

Author(s):

S. Nuri Erbas ◽

Abbas Mirakhor

Keyword(s):

Ambiguity Aversion ◽

Equity Premium ◽

Institutional Quality ◽

Equity Premium Puzzle ◽

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Can Ambiguity Aversion Solve the Equity Premium Puzzle? Survey Evidence from International Data

Cultural Finance - World Scientific Series in Finance ◽

10.1142/9789811221958_0013 ◽

2020 ◽

pp. 247-264

Author(s):

Marc Oliver Rieger ◽

Mei Wang

Keyword(s):

Ambiguity Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

International Data ◽

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Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data

Finance Research Letters ◽

10.1016/j.frl.2012.02.001 ◽

2012 ◽

Vol 9 (2) ◽

pp. 63-72 ◽

Author(s):

Marc Oliver Rieger ◽

Mei Wang

Keyword(s):

Ambiguity Aversion ◽

Equity Premium ◽

Equity Premium Puzzle ◽

International Data ◽

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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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