Asset Returns With Transactions Costs And Uninsured Individual Risk: A Stage Iii Exercise

The equity premium: A puzzle

1985 • 5,686 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Habit Formation: A Resolution of the Equity Premium Puzzle

1990 • 2,223 citations

The Equity Premium Puzzle and the Riskfree Rate Puzzle

1989 • 1,038 citations

The equity premium and the concentration of aggregate shocks

1986 • 453 citations

The equity premium and the risk-free rate: matching the moments

1991 • 158 citations

Intertemporal Labor Supply and Long-term Employment Contracts

1987 • 82 citations

Stochastic inflation and the equity premium

1989 • 78 citations

Moral hazard, imperfect risk-sharing, and the behavior of asset returns

1990 • 31 citations

The equity premium and time-varying risk behavior

1988 • 23 citations

A clarification: Using the growth model to account for fluctuations

1984 • 13 citations

Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis

1987 • 8 citations