Solving asset pricing models with stochastic volatility

The equity premium: A puzzle

Rajnish Mehra, Edward C. Prescott · Journal of Monetary Economics · 1985 · 5.8K citations

Business, Economics, Finance +12

Asset Prices in an Exchange Economy

Robert E. Lucas · Econometrica · 1978 · 5.2K citations

Social Sciences, Economics, Asset Pricing +16

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

John Y. Campbell, Robert J. Shiller · Review of Financial Studies · 1988 · 4K citations · Full text

Business, Business Economics, Economics +13

Uncertainty and investment dynamics

John Van Reenen, Nick Bloom · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 2007 · 2K citations

Business, Business Economics, Economics +14

THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE

1988 · 1.4K citations

Business, Economics, Finance +14