Valuation Risk and Asset Pricing

By Rui A. Albuquerque, Martin Eichenbaum, Sergio Rebelo. 2012

162 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/bbb9f384ec8a2e19440aee054a3b8cf34de4edba

Citations in the corpus

• Non-monetary news in central bank communication (2018, unknown): “The role of independent preference shocks for explaining stock market valuations has been also highlighted by Albuquerque et al. (2016). (30)See Kelly and Pruitt (2013) and Martin (2017) for evidence on equity market risk premia and Cieslak and Povala (2015) for evidence on bond risk premia.”