Long-Run Risk and its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework

SSRN Electronic Journal ◽

10.2139/ssrn.1821483 ◽

2011 ◽

Author(s):

Jun Ma

Keyword(s):

Equity Premium ◽

Equity Premium Puzzle ◽

Long Run ◽

Premium Puzzle ◽

New Evidence ◽

Long Run Risk

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Long-Run Risk and Its Implications for the Equity Premium Puzzle: New Evidence from a Multivariate Framework

Journal of money credit and banking ◽

10.1111/j.1538-4616.2012.00564.x ◽

2013 ◽

Vol 45 (1) ◽

pp. 121-145 ◽

Cited By ~ 8

Author(s):

JUN MA

Keyword(s):

Equity Premium ◽

Equity Premium Puzzle ◽

Long Run ◽

Premium Puzzle ◽

New Evidence ◽

Long Run Risk

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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 ◽

Cited By ~ 13

Author(s):

FRANK M. FOSSEN

Keyword(s):

Private Equity ◽

Equity Premium ◽

Risk Attitudes ◽

Equity Premium Puzzle ◽

Premium Puzzle ◽

New Evidence

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The Return to Pension Funds' Private Equity Investments: New Evidence on the Private Equity Premium Puzzle

SSRN Electronic Journal ◽

10.2139/ssrn.1095289 ◽

2008 ◽

Cited By ~ 4

Author(s):

Kasper Meisner Nielsen

Keyword(s):

Private Equity ◽

Equity Premium ◽

Pension Funds ◽

Equity Premium Puzzle ◽

Equity Investments ◽

Premium Puzzle ◽

New Evidence ◽

Private Equity Investments

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Long-Run Taxation Risk and the Presidential Equity Premium Puzzle

SSRN Electronic Journal ◽

10.2139/ssrn.3718410 ◽

2020 ◽

Author(s):

Will Cassidy

Keyword(s):

Equity Premium ◽

Equity Premium Puzzle ◽

Long Run ◽

Premium Puzzle

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The Return to Direct Investment in Private Firms: New Evidence on the Private Equity Premium Puzzle*

European Financial Management ◽

10.1111/j.1468-036x.2010.00562.x ◽

2010 ◽

Vol 17 (3) ◽

pp. 436-463 ◽

Cited By ~ 11

Author(s):

Kasper Meisner Nielsen

Keyword(s):

Direct Investment ◽

Private Equity ◽

Equity Premium ◽

Private Firms ◽

Equity Premium Puzzle ◽

Premium Puzzle ◽

New Evidence

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

SSRN Electronic Journal ◽

10.2139/ssrn.1428809 ◽

2008 ◽

Author(s):

Frank M. Fossen

Keyword(s):

Private Equity ◽

Equity Premium ◽

Risk Attitudes ◽

Equity Premium Puzzle ◽

Premium Puzzle ◽

New Evidence

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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 ◽

Cited By ~ 11

Author(s):

Fabio Panetta ◽

Roberto Violi

Keyword(s):

Structure Data ◽

Equity Premium ◽

Financial Structure ◽

Asset Returns ◽

Equity Premium Puzzle ◽

Premium Puzzle

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The Private Equity Premium Puzzle

SSRN Electronic Journal ◽

10.2139/ssrn.252310 ◽

2001 ◽

Cited By ~ 3

Author(s):

Tobias J. Moskowitz ◽

Annette Vissing-Jorgensen

Keyword(s):

Private Equity ◽

Equity Premium ◽

Equity Premium Puzzle ◽

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 ◽

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 ◽

Premium Puzzle

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