An exploration of the effect of doubt during disasters on equity premiums

DOI10.1016/J.ECONLET.2014.02.010MaRDI QIDQ397923zbMATHOpenAlexFDO

Authors Shiba Suzuki

Publication date 12 August 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2014.02.010

zbMATH Keywords

disastersequity premium puzzlesubjective expectations

Mathematics Subject Classification ID

Mathematical economics (91B99) Microeconomic theory (price theory and economic markets) (91B24)

Recommendations

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Cites work

• An exploration of the effects of pessimism and doubt on asset returns.
• Rare disasters and asset markets in the twentieth century

Cited in

(5)

• Do disaster expectations explain household portfolios?
• Learning about Rare Disasters: Implications For Consumption and Asset Prices*
• Macroeconomic disasters and the equity premium puzzle: are emerging countries riskier?
• Equalization reserves for natural catastrophes and shareholder value: a simulation study
• Labor market search, endogenous disasters and the equity premium puzzle

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