Search Results

There are 23875 results for: content related to: THE EQUITY PREMIUM AND RISK-FREE RATE PUZZLES IN A TURBULENT ECONOMY: EVIDENCE FROM 105 YEARS OF DATA FROM SOUTH AFRICA

  1. You have free access to this content
    Asset Pricing without Garbage

    The Journal of Finance

    Volume 72, Issue 1, February 2017, Pages: 47–98, TIM A. KROENCKE

    Version of Record online : 12 JAN 2017, DOI: 10.1111/jofi.12438

  2. Habit Formation in an Overlapping Generations Model with Borrowing Constraints

    European Financial Management

    Volume 17, Issue 4, September 2011, Pages: 705–725, Amadeu DaSilva, Mira Farka and Christos Giannikos

    Version of Record online : 7 DEC 2009, DOI: 10.1111/j.1468-036X.2009.00523.x

  3. THE RISK PREMIUM FOR EQUITY: IMPLICATIONS FOR RESOURCE ALLOCATION, WELFARE AND POLICY

    Australian Economic Papers

    Volume 45, Issue 3, September 2006, Pages: 253–268, SIMON GRANT and JOHN QUIGGIN

    Version of Record online : 22 AUG 2006, DOI: 10.1111/j.1467-8454.2006.00291.x

  4. THE TIME-VARYING EQUITY PREMIUM AND THE S&P 500 IN THE TWENTIETH CENTURY

    Journal of Financial Research

    Volume 34, Issue 2, Summer 2011, Pages: 179–215, Mark C. Freeman

    Version of Record online : 16 JUN 2011, DOI: 10.1111/j.1475-6803.2011.01288.x

  5. Can Costs of Consumption Adjustment Explain Asset Pricing Puzzles?

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 623–654, David A. Marshall and Nayan G. Parekh

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00119

  6. MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS

    The Manchester School

    Volume 74, Issue s1, September 2006, Pages: 1–23, GEORGE M. CONSTANTINIDES

    Version of Record online : 16 AUG 2006, DOI: 10.1111/j.1467-9957.2006.00515.x

  7. Idiosyncratic Consumption Risk and the Cross Section of Asset Returns

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2211–2252, KRIS JACOBS and KEVIN Q. WANG

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00697.x

  8. Ambiguity, Learning, and Asset Returns

    Econometrica

    Volume 80, Issue 2, March 2012, Pages: 559–591, Nengjiu Ju and Jianjun Miao

    Version of Record online : 16 MAR 2012, DOI: 10.3982/ECTA7618

  9. Consumption-Based Asset Pricing in Insurance Markets: Yet Another Puzzle?

    Journal of Risk and Insurance

    Alexander Braun, Daliana Luca and Hato Schmeiser

    Version of Record online : 25 OCT 2017, DOI: 10.1111/jori.12230

  10. A Consumption-Based Explanation of Expected Stock Returns

    The Journal of Finance

    Volume 61, Issue 2, April 2006, Pages: 539–580, MOTOHIRO YOGO

    Version of Record online : 9 MAR 2006, DOI: 10.1111/j.1540-6261.2006.00848.x

  11. Fat tails and spurious estimation of consumption-based asset pricing models

    Journal of Applied Econometrics

    Volume 32, Issue 6, September/October 2017, Pages: 1156–1177, Alexis Akira Toda and Kieran James Walsh

    Version of Record online : 15 FEB 2017, DOI: 10.1002/jae.2564

  12. Disasters Implied by Equity Index Options

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 1969–2012, DAVID BACKUS, MIKHAIL CHERNOV and IAN MARTIN

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01697.x

  13. Equity Returns and Business Cycles in Small Open Economies

    Journal of Money, Credit and Banking

    Volume 45, Issue 6, September 2013, Pages: 1117–1146, MOHAMMAD R. JAHAN-PARVAR, XUAN LIU and PHILIP ROTHMAN

    Version of Record online : 15 AUG 2013, DOI: 10.1111/jmcb.12046

  14. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  15. EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION

    Mathematical Finance

    Volume 22, Issue 3, July 2012, Pages: 538–568, Jin E. Zhang, Huimin Zhao and Eric C. Chang

    Version of Record online : 5 DEC 2010, DOI: 10.1111/j.1467-9965.2010.00468.x

  16. Comparing Consumption–Based Asset–Pricing models

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 35, Issue 3, August 2002, Pages: 586–610, Stephen Gordon and Lucie Samson

    Version of Record online : 7 JAN 2003, DOI: 10.1111/1540-5982.00147

  17. Stock Market Volatility and Learning

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 33–82, KLAUS ADAM, ALBERT MARCET and JUAN PABLO NICOLINI

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12364

  18. Accruals and the Conditional Equity Premium

    Journal of Accounting Research

    Volume 49, Issue 1, March 2011, Pages: 187–221, HUI GUO and XIAOWEN JIANG

    Version of Record online : 14 DEC 2010, DOI: 10.1111/j.1475-679X.2010.00393.x

  19. Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation

    Financial Review

    Volume 45, Issue 1, February 2010, Pages: 167–203, Alex Paseka and George Theocharides

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6288.2009.00242.x

  20. CAN FINANCING CONSTRAINTS EXPLAIN THE ASSET PRICING PUZZLES IN PRODUCTION ECONOMIES?

    International Economic Review

    Volume 52, Issue 3, August 2011, Pages: 739–765, Katherine A. Smith

    Version of Record online : 29 AUG 2011, DOI: 10.1111/j.1468-2354.2011.00648.x