Can the Consumption-Free Nonexpected Utility Model Solve the Risk Premium Puzzle? An Empirical Study of the Japanese Stock Market-Reference-Cited by-同舟云学术

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Can the Consumption-Free Nonexpected Utility Model Solve the Risk Premium Puzzle? An Empirical Study of the Japanese Stock Market

Published:2010 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Kang Myong-Il

Publisher

Elsevier BV

Reference26 articles.

1. An intertemporal asset-pricing model with stochastic consumption and investment opportunities;D T Breeden;Journal of Financial Economics,1979

2. A variance decomposition for stock returns;J Y Campbell;Economic Journal,1991

3. Intertemporal asset pricing without consumption data;J Y Campbell;American Economic Review,1993

4. Understanding risk and return;J Y Campbell;Journal of Political Economy,1996

5. The Econometrics of Financial Markets

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