Stock-Market Participation, Intertemporal Substitution, and Risk-Aversion
By Annette Vissing-Jorgensen, O. Attanasio. 2003
499 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/f11f33095f73dce091c5933415916c4d7804a7b6
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
- Joan L. Walker
- Moshe E. Ben-Akiva
- Chandra R. Bhat
- Stephane Hess
- Kenneth Train
- Dana Kiku
- Amir Yaron
- Ravi Bansal
In Finance
- Dana Kiku
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- T. Magnac
Citations in the corpus
- Risk, uncertainty and discrete choice models (2008, methodology): “Indeed, non-EU theories have been used in consumption studies (for instance, Vissing-Jorgensen and Attanasio 2005).”
- The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (2005, unknown): “12, the value of the EIS estimated by Vissing-Jorgensen and Attanasio (2003) for stockholders.”
- Explaining International Fertility Differences (2009, background): “Manipulation of the first order conditions, imposing that, in the steady state, bk = b in the budget constraint (2), and substituting in the first order condition corresponding to the optimal choice of health capital (8) implies that (7) can be written as”
- Who Wears the Pants? Gender Identity Norms and Intrahousehold Financial Decision‐Making (2017, unknown): “Risk attitude is a natural candidate because it is well documented in the literature that risk preference is an important determinant of both portfolio choices and career choices (Vissing-Jørgensen and Attanasio, 2003; Bonin et al., 2007).”
- An Empirical Evaluation of the Long-Run Risks Model for Asset Prices (2009, background): “A large number of papers (Hansen and Singleton, 1982; Attanasio and Weber, 1989; Beaudry and van Wincoop, 1996; Vissing-Jorgensen, 2002; Attanasio and Vissing-Jorgensen, 2003; Mulligan, 2004; Gruber, 2006; Guvenen, 2006; Hansen et al., 2007; Engelhardt and Kumar, 2008; Barro, 2009), show that the IE”
- Consumption Volatility Risk (2012, unknown): “More recently, Attanasio and Weber (1993), Vissing-Jorgensen (2002) and Vissing-Jorgensen and Attanasio (2003) find the opposite.”