Survival Bias and the Equity Premium Puzzle
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DOI: 10.1111/0022-1082.00486
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References listed on IDEAS
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Citations
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Cited by:
- Kaustia, Markku & Lehtoranta, Antti & Puttonen, Vesa, 2013. "Does sophistication affect long-term return expectations? Evidence from financial advisers' exam scores," SAFE Working Paper Series 3, Leibniz Institute for Financial Research SAFE.
- Bhanot, Karan, 2005. "What causes mean reversion in corporate bond index spreads? The impact of survival," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1385-1403, June.
- Marco Taboga, 2002.
"The Realized Equity Premium has been Higher than Expected: Further Evidence,"
CeRP Working Papers
29, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Marco Taboga, 2002. "The realized equity premium has been higher than expected: further evidence," Finance 0210004, University Library of Munich, Germany.
- Fernandez, Pablo, 2004. "Are calculated betas good for anything?," IESE Research Papers D/555, IESE Business School.
- Campbell, John Y., 2003.
"Consumption-based asset pricing,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 13, pages 803-887,
Elsevier.
- John Y. Campbell, 2002. "Consumption-Based Asset Pricing," Harvard Institute of Economic Research Working Papers 1974, Harvard - Institute of Economic Research.
- Prat, Georges, 2013.
"Equity risk premium and time horizon: What do the U.S. secular data say?,"
Economic Modelling, Elsevier, vol. 34(C), pages 76-88.
- Georges Prat, 2010. "Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?," EconomiX Working Papers 2010-22, University of Paris Nanterre, EconomiX.
- Georges Prat, 2012. "Equity risk premium and time horizon: what do the U.S. secular data say?," Working Papers 12-06, Association Française de Cliométrie (AFC).
- Geoffrey J. Warren, 2008. "Implications for Asset Pricing Puzzles of a Roll‐over Assumption for the Risk‐Free Asset," International Review of Finance, International Review of Finance Ltd., vol. 8(3‐4), pages 125-157, September.
- Ritter, Jay R., 2005. "Economic growth and equity returns," Pacific-Basin Finance Journal, Elsevier, vol. 13(5), pages 489-503, November.
- Fernandez, Pablo, 2006.
"The equity premium in finance and valuation textbooks,"
IESE Research Papers
D/657, IESE Business School.
- Fernandez, Pablo, 2008. "The equity premium in finance and valuation textbooks," IESE Research Papers D/745, IESE Business School.
- Michele Bagella & Leonardo Becchetti & Rocco Ciciretti, 2007. "Earning Forecast Error in US and European Stock Markets," The European Journal of Finance, Taylor & Francis Journals, vol. 13(2), pages 105-122.
- Fernandez, Pablo, 2005. "La prima de riesgo del mercado (market risk premium)," IESE Research Papers D/585, IESE Business School.
- Fernandez, Pablo, 2004. "Market risk premium: Required, historical and expected," IESE Research Papers D/574, IESE Business School.
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