The expected real return to equity

DOI10.1016/J.JEDC.2013.04.003zbMATH Open1402.91578OpenAlexW2130083960MaRDI QIDQ1994293FDOQ1994293

Authors: Missaka Warusawitharana 

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2013.04.003

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zbMATH Keywords

simulated method of momentstime-varying expected returnsaggregate earningsproduction-based asset pricing

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)

Cites Work

• Simulated Moments Estimation of Markov Models of Asset Prices
• On the Nature of Capital Adjustment Costs
• The Impact of Uncertainty Shocks
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
• Simulation estimation of time-series models
• Optimal Investment with Costly Reversibility
• Taxes, Regulations, and the Value of U.S. and U.K. Corporations
• Title not available (Why is that?)
• What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio

Cited In (5)

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• Recovering investor expectations from demand for index funds
• Expected investment and the cross-section of stock returns
• Equity Risk Premium
• The rate of return on everything, 1870--2015

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