Demographic Structure and Asset Returns
By J. Poterba. Review of Economics and Statistics, 2001
447 citations recorded by the source corpus.
Subfields: Accounting, Demography, Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/4cf97ffafa018c3e000772f2027892f04d09dac0
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Stefano DellaVigna
- Francisco Gomes
- João F. Cocco
- M. Magill
- E. Engelen
- Pascal J. Maenhout
- J. Geanakoplos
- Philipp Hartmann
In Demography
- Stefano DellaVigna
- M. Magill
- Francisco Gomes
- E. Engelen
- Pascal J. Maenhout
- J. Geanakoplos
- Martine Quinzii
- João F. Cocco
In Economics and Econometrics
- Pascal J. Maenhout
- Francisco Gomes
- João F. Cocco
- Joshua Pollet
- M. Magill
- Angela Maddaloni
- E. Engelen
- J. Geanakoplos
Citations in the corpus
- Demographics and Industry Returns (2007, background): “…is a substantial literature on the impact of demographic fluctuations on aggregate stock returns (Gurdip S. Bakshi and Zhiwu Chen 1994; James M. Poterba 2001; Andrew B. Abel 2003; John Geanakoplos, Michael J. P. Magill, and Martine Quinzii 2004; Andrew Ang and Angela Maddaloni 2005), there is…”
- Demographics, Stock Market Flows, and Stock Returns (2004, background): “Previous studies (Bakshi and Chen (1994), Erb, Harvey, and Viskanta (1997), and Poterba (2001)) have looked at this 10LEAK is the total outflows from the stock market and is inclusive of the dividend payments and net repurchases (net of issues).”
- Demography and the Long-Run Predictability of the Stock Market (2004, background): “Welch (1979) found evidence that wages depend on cohort sizes for the period preceeding 1980: for the period after 1980, as Macunovich (2002) has shown, additional variables are needed to explain the movements in wages.”
- The Impact of Population Aging on Financial Markets (2004, unknown): “In addition , Poterba ( 2001 ) notes that survey evidence on household risk tolerance offers only limited support for the assumption that risk aversion rises with age .”
- The Logic of Funding European Pension Restructuring and the Dangers of Financialisation (2003, background): “As Poterba himself notes, his ``projected asset demand variable'' includes only defined contribution plans and leaves out demography-driven shifts in the assets of defined benefit plans (Poterba, 2001, page 583).”
- Aging, pension reform and capital flows: a multi-country simulation model (2004, unknown): “Third, we follow Abel (2001, 2003) , Altig, et al.”
- Consumption and Portfolio Choice over the Life Cycle (2005, background): “Concerning the life cycle profile of the fraction of wealth invested in equities, the studies by Ameriks and Zeldes (2000), Bertaut and Haliassos (1997), Heaton and Lucas (2000a), Poterba (2001) , Poterba and Samwick (1997), and Guiso, Jappelli, and Terlizzese (1996) document that it is hard to obt”
- The Euro Area Financial System: Structure, Integration and Policy Initiatives (2003, background): “Moreover, in the euro area, where social security benefits are more generous, people have a lower incentive to invest in securities to support their retirement (see, for example, Poterba 2001 and Ang and Maddaloni 2003).”
- YOLO: Mortality Beliefs and Household Finance Puzzles (2015, unknown): “However, despite no indication that subjective mortality beliefs (st+1) are any less meaningful, they 1These efforts have been applied to the recent housing boom (Soo (2015); Bricker et al.”