THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE

被引:600
|
作者
WEIL, P
机构
关键词
D O I
10.1016/0304-3932(89)90028-7
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:401 / 421
页数:21
相关论文
共 50 条
  • [31] Equity premium puzzle - Evidence from Poland
    Lukowski, Michal
    Gemra, Kamil
    Maruszewski, Janusz
    Sliwinski, Pawel
    Zygmanowski, Piotr
    JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE, 2020, 28
  • [32] THE EQUITY PREMIUM PUZZLE AND EMOTIONAL ASSET PRICING
    Guetler, Marc
    Hartmann, Nora
    INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 2007, 10 (06) : 939 - 965
  • [33] Equity premium puzzle or faulty economic modelling?
    Shirvani, Abootaleb
    Stoyanov, Stoyan V.
    Fabozzi, Frank J.
    Rachev, Svetlozar T.
    REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, 2021, 56 (04) : 1329 - 1342
  • [34] Occupational choice and the private equity premium puzzle
    Hintermaier, T
    Steinberger, T
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2005, 29 (10): : 1765 - 1783
  • [35] Habit formation: a resolution of the equity premium puzzle?
    Otrok, C
    Ravikumar, B
    Whiteman, CH
    JOURNAL OF MONETARY ECONOMICS, 2002, 49 (06) : 1261 - 1288
  • [36] MYOPIC LOSS AVERSION AND THE EQUITY PREMIUM PUZZLE
    BENARTZI, S
    THALER, RH
    QUARTERLY JOURNAL OF ECONOMICS, 1995, 110 (01): : 73 - 92
  • [37] Solving the Equity Risk Premium Puzzle and Inching Toward a Theory of Everything
    Kashyap, Ravi
    JOURNAL OF PRIVATE EQUITY, 2018, 21 (02): : 45 - 63
  • [38] Composite-asset-risk approach to solving the equity premium puzzle
    Kim, Yun-Yeong
    INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 71 : 200 - 216
  • [39] An interrelation of time preference and risk attitude: an application to the equity premium puzzle
    Kang, Jangkoo
    Kim, Hwa-Sung
    APPLIED ECONOMICS LETTERS, 2012, 19 (05) : 483 - 486
  • [40] Equity Risk Premium Puzzle: Evidence from Indonesia and Sri Lanka
    Morawakage, Prabath S.
    Nimal, Pulukkuttige D.
    Kuruppuarachchi, Duminda
    BULLETIN OF INDONESIAN ECONOMIC STUDIES, 2019, 55 (02) : 239 - 248