THE EQUITY PREMIUM PUZZLE AND EMOTIONAL ASSET PRICING

DOI10.1142/S0219024907004500zbMath1141.91444WikidataQ123356566 ScholiaQ123356566MaRDI QIDQ3503119

Marc Gürtler, Nora Hartmann

Publication date: 20 May 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

equity premium puzzlebehavioral financeCCAPMdividend smoothing

Mathematics Subject Classification ID

Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

Cites Work

• Unnamed Item
• Unnamed Item
• Prospect Theory and Asset Prices
• Disappointment in Decision Making Under Uncertainty
• Disappointment and Dynamic Consistency in Choice under Uncertainty
• A Theory of Disappointment Aversion
• Asset Prices in an Exchange Economy
• Prospect Theory: An Analysis of Decision under Risk
• Goodness of fit tests for discrete distributions
• Myopic Loss Aversion and the Equity Premium Puzzle

This page was built for publication: THE EQUITY PREMIUM PUZZLE AND EMOTIONAL ASSET PRICING