Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference16 articles.
1. Abel A. , 2001, “An Exploration of the Effects of Pessimism and Doubt on Asset Returns,” Working Paper 8132, National Bureau of Economic Research, forthcoming in Journal of Economic Dynamics and Control.
2. Anderson E. Hansen L. P. Sargent T. , 2000, “Robustness, Detection and the Price of Risk,” working paper, Stanford University.
3. Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?
4. Chen Z. Epstein L. , 2001, “Ambiguity, Risk and Asset Returns in Continuous Time,” forthcoming in Econometrica.
5. Fluctuating Confidence in Stock Markets: Implications for Returns and Volatility