Equity premium puzzle (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Equity premium puzzle" in English language version.

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27doi.org

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3investopedia.com

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2handle.net

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2nih.gov

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1minneapolisfed.org

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arxiv.org

Soklakov, Andrei N. (2020). "Economics of Disagreement -- Financial Intuition for the Rényi Divergence". Entropy. 22 (8): 860. arXiv:1811.08308. Bibcode:2020Entrp..22..860S. doi:10.3390/e22080860. PMC 7517462. PMID 33286632.

doi.org

Mehra, Rajnish; Prescott, Edward C. (March 1985). "The equity premium: A puzzle" (PDF). Journal of Monetary Economics. 15 (2): 145–161. doi:10.1016/0304-3932(85)90061-3.
Shiller, Robert J. (January 1982). "Consumption, asset markets, and macroeconomic fluctuations" (PDF). Carnegie-Rochester Conference Series on Public Policy. 17: 203–238. doi:10.1016/0167-2231(82)90046-X. S2CID 154356695.
Azeredo, F. (2014). "The equity premium: a deeper puzzle". Annals of Finance. 10 (3): 347–373. doi:10.1007/s10436-014-0248-7. S2CID 7108921.
Siegel, Jeremy J; Thaler, Richard H (1 February 1997). "Anomalies: The Equity Premium Puzzle". Journal of Economic Perspectives. 11 (1): 191–200. doi:10.1257/jep.11.1.191.
Mankiw, N. Gregory; Zeldes, Stephen P. (1991). "The Consumption of Stockholders and Nonstockholders". Journal of Financial Economics. 29 (1): 97–112. CiteSeerX 10.1.1.364.2730. doi:10.1016/0304-405X(91)90015-C. S2CID 3084416.
Mehra, Rajnish (February 2003). The Equity Premium: Why is it a Puzzle?. National Bureau of Economic Research (Report). doi:10.3386/w9512.
Mehra, Rajnish; Prescott, Edward C. (2003). "Chapter 14 the equity premium in retrospect". Financial Markets and Asset Pricing. Handbook of the Economics of Finance. Vol. 1. pp. 889–938. doi:10.1016/S1574-0102(03)01023-9. ISBN 978-0-444-51363-2.
Bakshi, Gurdip; Chen, Zhiwu (2008). "Cash Flow Risk, Discounting Risk, and the Equity Premium Puzzle". Handbook of the Equity Risk Premium. pp. 377–402. doi:10.1016/B978-044450899-7.50018-X. ISBN 978-0-444-50899-7.
McQuarrie, E. F. (2023). Stocks for the Long Run? Sometimes Yes, Sometimes No. Financial Analysts Journal, 80(1), 12–28. https://doi.org/10.1080/0015198X.2023.2268556
Julliard, Christian; Ghosh, Anisha (October 2012). "Can Rare Events Explain the Equity Premium Puzzle?". The Review of Financial Studies. 25 (10): 3037. doi:10.1093/rfs/hhs078. JSTOR 41678608. Retrieved 30 April 2022.
Gillard, Christian (October 2012). "Can Rare Events Explain the Equity Premium Puzzle?". The Review of Financial Studies. 25 (10): 3037–3076. doi:10.1093/rfs/hhs078. JSTOR 41678608. Retrieved 30 April 2022.
Gillard, Christian; Ghosh, Anisha (October 2012). "Can Rare Events Explain the Equity Premium Puzzle?". The Review of Financial Studies. 25 (10): 3037. doi:10.1093/rfs/hhs078. JSTOR 41678608. Retrieved 30 April 2022.
Benartzi, Shlomo; Thaler, Richard H. (February 1995). "Myopic Loss Aversion and the Equity Premium Puzzle". The Quarterly Journal of Economics. 110 (1): 73. doi:10.2307/2118511. JSTOR 2118511. S2CID 55030273. Retrieved 1 May 2022.
Benartzi, S.; Thaler, R. H. (1 February 1995). "Myopic Loss Aversion and the Equity Premium Puzzle" (PDF). The Quarterly Journal of Economics. 110 (1): 73–92. doi:10.2307/2118511. JSTOR 2118511. S2CID 55030273.
Grant, Simon; Quiggin, John (2006). "The Risk Premium for Equity: Implications for Resource Allocation, Welfare and Policy". Australian Economic Papers. 45 (3): 253–268. doi:10.1111/j.1467-8454.2006.00291.x. S2CID 15693644.
Holmstrom, Bengt; Tirole, Jean (February 1998). "Private and Public Supply of Liquidity". Journal of Political Economy. 106 (1): 1–40. doi:10.1086/250001. hdl:1721.1/64064. S2CID 158080077.
Bansal, Ravi; Coleman, Wilbur (December 1996). "A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles". Journal of Political Economy. 104 (6): 1135–1171. doi:10.1086/262056. S2CID 54871134.
Palomino, Frederic (September 1996). "Noise Trading in Small Markets". The Journal of Finance. 51 (4): 1537–1550. doi:10.2307/2329404. hdl:1814/498. JSTOR 2329404.
McGrattan, Ellen; Prescott, Edward (December 2001). Taxes, Regulations, and Asset Prices. National Bureau of Economic Research (Report). doi:10.3386/w8623.
Mehra, Rajnish (February 2003). The Equity Premium: Why is it a Puzzle?. National Bureau of Economic Research (Report). doi:10.3386/w9512.
Yan, Shu (2011). "Jump risk, stock returns, and slope of implied volatility smile". Journal of Financial Economics. 99 (1): 216–233. doi:10.1016/j.jfineco.2010.08.011.
Soklakov, Andrei N. (2020). "Economics of Disagreement -- Financial Intuition for the Rényi Divergence". Entropy. 22 (8): 860. arXiv:1811.08308. Bibcode:2020Entrp..22..860S. doi:10.3390/e22080860. PMC 7517462. PMID 33286632.
Siegel, Jeremy J.; Thaler, Richard H. (Winter 1997). "Anomalies: The Equity Premium Puzzle". Journal of Economic Perspectives. 11 (1): 191. doi:10.1257/jep.11.1.191. JSTOR 2138259. Retrieved 1 May 2022.
Benartzi, Shlomo; H. Thaler, Richard (February 1995). "Myopic Loss Aversion and The Equity Premium Puzzle". The Quarterly Journal of Economics. 110 (1): 73. doi:10.2307/2118511. JSTOR 2118511. S2CID 55030273. Retrieved 1 May 2022.
Campbell, John; Cochrane, John (April 1999). "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior". Journal of Political Economy. 107 (2): 205–251. doi:10.1086/250059. S2CID 18750189.
Jagannathan, Ravi; McGrattan, Ellen; Scherbina, Anna (2001). "The Declining U.S. Equity Premium". Quarterly Review. 24 (4). Federal Reserve Bank of Mineneapolis: 3–19. doi:10.21034/qr.2441.
McGrattan, Ellen; Prescott, Edward (December 2001). Taxes, Regulations, and Asset Prices (Report). doi:10.3386/w8623.

escholarship.org

Azeredo, F. (2014). "The equity premium: a deeper puzzle". Annals of Finance. 10 (3): 347–373. doi:10.1007/s10436-014-0248-7. S2CID 7108921.

handle.net

hdl.handle.net

Holmstrom, Bengt; Tirole, Jean (February 1998). "Private and Public Supply of Liquidity". Journal of Political Economy. 106 (1): 1–40. doi:10.1086/250001. hdl:1721.1/64064. S2CID 158080077.
Palomino, Frederic (September 1996). "Noise Trading in Small Markets". The Journal of Finance. 51 (4): 1537–1550. doi:10.2307/2329404. hdl:1814/498. JSTOR 2329404.

harvard.edu

ui.adsabs.harvard.edu

Soklakov, Andrei N. (2020). "Economics of Disagreement -- Financial Intuition for the Rényi Divergence". Entropy. 22 (8): 860. arXiv:1811.08308. Bibcode:2020Entrp..22..860S. doi:10.3390/e22080860. PMC 7517462. PMID 33286632.

nrs.harvard.edu

Campbell, John; Cochrane, John (April 1999). "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior". Journal of Political Economy. 107 (2): 205–251. doi:10.1086/250059. S2CID 18750189.

investopedia.com

Kenton, Will. "Equity Premium Puzzle". Investopedia. Retrieved 30 April 2022.
Kenton, Will. "Equity Premium Puzzle". Investopedia. Retrieved 30 April 2022.
Kenton, Will. "Equity Premium Puzzle". Investopedia.

jstor.org

Kocherlakota, Narayana R. (1996). "The Equity Premium: It's Still a Puzzle". Journal of Economic Literature. 34 (1): 42–71. JSTOR 2729409.
Julliard, Christian; Ghosh, Anisha (October 2012). "Can Rare Events Explain the Equity Premium Puzzle?". The Review of Financial Studies. 25 (10): 3037. doi:10.1093/rfs/hhs078. JSTOR 41678608. Retrieved 30 April 2022.
Gillard, Christian (October 2012). "Can Rare Events Explain the Equity Premium Puzzle?". The Review of Financial Studies. 25 (10): 3037–3076. doi:10.1093/rfs/hhs078. JSTOR 41678608. Retrieved 30 April 2022.
Gillard, Christian; Ghosh, Anisha (October 2012). "Can Rare Events Explain the Equity Premium Puzzle?". The Review of Financial Studies. 25 (10): 3037. doi:10.1093/rfs/hhs078. JSTOR 41678608. Retrieved 30 April 2022.
Benartzi, Shlomo; Thaler, Richard H. (February 1995). "Myopic Loss Aversion and the Equity Premium Puzzle". The Quarterly Journal of Economics. 110 (1): 73. doi:10.2307/2118511. JSTOR 2118511. S2CID 55030273. Retrieved 1 May 2022.
Benartzi, S.; Thaler, R. H. (1 February 1995). "Myopic Loss Aversion and the Equity Premium Puzzle" (PDF). The Quarterly Journal of Economics. 110 (1): 73–92. doi:10.2307/2118511. JSTOR 2118511. S2CID 55030273.
Palomino, Frederic (September 1996). "Noise Trading in Small Markets". The Journal of Finance. 51 (4): 1537–1550. doi:10.2307/2329404. hdl:1814/498. JSTOR 2329404.
Siegel, Jeremy J.; Thaler, Richard H. (Winter 1997). "Anomalies: The Equity Premium Puzzle". Journal of Economic Perspectives. 11 (1): 191. doi:10.1257/jep.11.1.191. JSTOR 2138259. Retrieved 1 May 2022.
Benartzi, Shlomo; H. Thaler, Richard (February 1995). "Myopic Loss Aversion and The Equity Premium Puzzle". The Quarterly Journal of Economics. 110 (1): 73. doi:10.2307/2118511. JSTOR 2118511. S2CID 55030273. Retrieved 1 May 2022.

mdpi.com

Soklakov, Andrei N. (2020). "One trade at a time -- unraveling the equity premium puzzle". Supplementary Materials for "Economics of Disagreement", Entropy, 22(8):860.

minneapolisfed.org

Mehra, Rajnish; Prescott, Edward C. (March 1985). "The equity premium: A puzzle" (PDF). Journal of Monetary Economics. 15 (2): 145–161. doi:10.1016/0304-3932(85)90061-3.

nber.org

Shiller, Robert J. (January 1982). "Consumption, asset markets, and macroeconomic fluctuations" (PDF). Carnegie-Rochester Conference Series on Public Policy. 17: 203–238. doi:10.1016/0167-2231(82)90046-X. S2CID 154356695.
Benartzi, S.; Thaler, R. H. (1 February 1995). "Myopic Loss Aversion and the Equity Premium Puzzle" (PDF). The Quarterly Journal of Economics. 110 (1): 73–92. doi:10.2307/2118511. JSTOR 2118511. S2CID 55030273.

nih.gov

ncbi.nlm.nih.gov

Soklakov, Andrei N. (2020). "Economics of Disagreement -- Financial Intuition for the Rényi Divergence". Entropy. 22 (8): 860. arXiv:1811.08308. Bibcode:2020Entrp..22..860S. doi:10.3390/e22080860. PMC 7517462. PMID 33286632.

pubmed.ncbi.nlm.nih.gov

Soklakov, Andrei N. (2020). "Economics of Disagreement -- Financial Intuition for the Rényi Divergence". Entropy. 22 (8): 860. arXiv:1811.08308. Bibcode:2020Entrp..22..860S. doi:10.3390/e22080860. PMC 7517462. PMID 33286632.

psu.edu

citeseerx.ist.psu.edu

Mankiw, N. Gregory; Zeldes, Stephen P. (1991). "The Consumption of Stockholders and Nonstockholders". Journal of Financial Economics. 29 (1): 97–112. CiteSeerX 10.1.1.364.2730. doi:10.1016/0304-405X(91)90015-C. S2CID 3084416.
Kocherlakota, Narayana R. "The Equity Premium: It's Still a Puzzle". Journal of Economic Literature. 34 (1): 42 and 71. CiteSeerX 10.1.1.334.8403.
Kocherlakota, Narayana R. "The Equity Premium: It's Still a Puzzle". Journal of Economic Literature. 34 (1): 42 and 71. CiteSeerX 10.1.1.334.8403.

sciencedirect.com

Dimson, Elroy; Staunton, Mike; Marsh, Paul (9 November 2007). Handbook of the Equity Risk Premium. Elsevier Science. ISBN 9780444508997.^{[page needed]}

semanticscholar.org

api.semanticscholar.org

Shiller, Robert J. (January 1982). "Consumption, asset markets, and macroeconomic fluctuations" (PDF). Carnegie-Rochester Conference Series on Public Policy. 17: 203–238. doi:10.1016/0167-2231(82)90046-X. S2CID 154356695.
Azeredo, F. (2014). "The equity premium: a deeper puzzle". Annals of Finance. 10 (3): 347–373. doi:10.1007/s10436-014-0248-7. S2CID 7108921.
Mankiw, N. Gregory; Zeldes, Stephen P. (1991). "The Consumption of Stockholders and Nonstockholders". Journal of Financial Economics. 29 (1): 97–112. CiteSeerX 10.1.1.364.2730. doi:10.1016/0304-405X(91)90015-C. S2CID 3084416.
Benartzi, Shlomo; Thaler, Richard H. (February 1995). "Myopic Loss Aversion and the Equity Premium Puzzle". The Quarterly Journal of Economics. 110 (1): 73. doi:10.2307/2118511. JSTOR 2118511. S2CID 55030273. Retrieved 1 May 2022.
Benartzi, S.; Thaler, R. H. (1 February 1995). "Myopic Loss Aversion and the Equity Premium Puzzle" (PDF). The Quarterly Journal of Economics. 110 (1): 73–92. doi:10.2307/2118511. JSTOR 2118511. S2CID 55030273.
Grant, Simon; Quiggin, John (2006). "The Risk Premium for Equity: Implications for Resource Allocation, Welfare and Policy". Australian Economic Papers. 45 (3): 253–268. doi:10.1111/j.1467-8454.2006.00291.x. S2CID 15693644.
Holmstrom, Bengt; Tirole, Jean (February 1998). "Private and Public Supply of Liquidity". Journal of Political Economy. 106 (1): 1–40. doi:10.1086/250001. hdl:1721.1/64064. S2CID 158080077.
Bansal, Ravi; Coleman, Wilbur (December 1996). "A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles". Journal of Political Economy. 104 (6): 1135–1171. doi:10.1086/262056. S2CID 54871134.
Benartzi, Shlomo; H. Thaler, Richard (February 1995). "Myopic Loss Aversion and The Equity Premium Puzzle". The Quarterly Journal of Economics. 110 (1): 73. doi:10.2307/2118511. JSTOR 2118511. S2CID 55030273. Retrieved 1 May 2022.
Campbell, John; Cochrane, John (April 1999). "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior". Journal of Political Economy. 107 (2): 205–251. doi:10.1086/250059. S2CID 18750189.

ssrn.com

papers.ssrn.com

Dimson, Elroy; Marsh, Paul; Staunton, Mike (2008). "The Worldwide Equity Premium: A Smaller Puzzle". Handbook of the Equity Risk Premium. Amsterdam: Elsevier. ISBN 978-0-08-055585-0. SSRN 891620.
Graham, John R.; Harvey, Campbell R. (2007). "The Equity Risk Premium in January 2007: Evidence from the Global CFO Outlook Survey". Working Paper. SSRN 959703.
Blitz, David (2019). "The Risk-Free Asset Implied by the Market: Medium-Term Bonds instead of Short-Term Bills". SSRN 3529110.

umn.edu

ageconsearch.umn.edu

Grant, Simon; Quiggin, John (2006). "The Risk Premium for Equity: Implications for Resource Allocation, Welfare and Policy". Australian Economic Papers. 45 (3): 253–268. doi:10.1111/j.1467-8454.2006.00291.x. S2CID 15693644.