Stocks versus Bonds: Explaining the Equity Risk Premium

By Clifford S. Asness. 2000

131 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/cce5f437ddc373d6c3b1be9c776dfb6c347b7b0a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. John Y. Campbell
2. A. Durre
3. Tuomo Vuolteenaho
4. P. Giot
5. David E. Rapach
6. Carolin E. Pflueger
7. Mariano Massimiliano Croce
8. Jessica A. Wachter

In Finance

1. John Y. Campbell
2. Tuomo Vuolteenaho
3. A. Durre
4. P. Giot
5. Christopher Polk
6. Stefan Nagel
7. Ralph S. J. Koijen
8. Stefano Giglio

Citations in the corpus

• An International Analysis of Earnings, Stock Prices and Bond Yields (2005, background): “This is neatly summarized in Lansing (2004) who echoes Asness (2000) and Modigliani and Cohan (1979) and shows that this leads to ‘expectational errors’.”
• Inflation Illusion and Stock Prices (2004, methodology): “As pointed out by Asness (2000, 2003), the Fed model has been quite successful as an empirical description of stock prices.”