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

DOI10.1016/J.ECONLET.2014.02.010zbMATH Open1293.91160OpenAlexW2164384626MaRDI QIDQ397923FDOQ397923

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

Recommendations

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zbMATH Keywords

disastersequity premium puzzlesubjective expectations

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (5)

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

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