Handbook of the Equity Risk Premium

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Empirical cross-sectional asset pricing: a survey (2011, background): “The interested reader is referred to Mehra (2008) for a recent synthesis of articles on this topic. book-to-market portfolios.”
Asset pricing tests with long run risks in consumption growth (2011, unknown): “[34] Mehra, R.”
The behavioural economics of climate change (2008, background): “The potential success of the latter strategy is also consistent with the experimental evidence of Dreber et al. (2008), but there are, of course, large political obstacles that need to be solved before an effective system of sanctions can be agreed upon.”
Dynamic Quantile Models of Rational Behavior (2019, unknown): “The results for the estimates of the coefficient of risk aversion in Figure 1 also might help to shed light on the equity premium puzzle (Mehra and Prescott (1985)). As Mehra and Prescott (2008) state, the standard theory is consistent with the notion of risk that, on average, stocks should return m”