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1. A review of the Dividend Discount Model: from deterministic to stochastic models. (2020). de Blasis, Riccardo ; D'Amico, Guglielmo.
   In: Papers.
   RePEc:arx:papers:2001.00465.

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2. Long-Run Risk is the Worst-Case Scenario. (2015). Dew-Becker, Ian ; Bidder, Rhys.
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3. Government insurance, information, and asset prices. (2015). Lopomo Beteto Wegner, Danilo ; Lopomo Beteto Wegner, Danilo, .
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   RePEc:eee:reveco:v:37:y:2015:i:c:p:165-183.

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4. Long-Run Risk is the Worst-Case Scenario: Ambiguity Aversion and Non-Parametric Estimation of the Endowment Process. (2014). Dew-Becker, Ian ; Bidder, Rhys.
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5. Equity Return Predictability, Time Varying Volatility and Learning About the Permanence of Shocks. (2014). Tortorice, Daniel.
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6. A semi-Markov approach to the stock valuation problem. (2013). Damico, Guglielmo.
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7. Bubbles, crashes and risk. (2013). Evans, George ; Branch, William.
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8. The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World. (2013). Venditti, Alain ; Farmer, Roger ; Roger E. A. Farmer, .
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9. What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting. (2013). Madrian, Brigitte ; Laibson, David ; Fuster, Andreas ; Choi, James ; Beshears, John.
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10. Trend growth expectations and U.S. house prices before and after the crisis. (2012). Krause, Michael ; Hoffmann, Mathias ; Laubach, Thomas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:394-409.

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11. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing. (2011). Laibson, David ; Fuster, Andreas ; Herbert, Benjamin .
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12. Do subjective expectations explain asset pricing puzzles?. (2010). Skoulakis, Georgios ; Bakshi, Gurdip.
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13. Demystifying the Equity Premium. (2010). DeSantis, Massimiliano .
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14. Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective. (2009). Wohar, Mark ; Balke, Nathan.
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15. Quantile cointegrating regression. (2009). Xiao, Zhijie.
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16. Happiness maintenance and asset prices. (2009). Falato, Antonio.
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17. Quantile Cointegrating Regression. (2009). Xiao, Zhijie.
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18. Speculative growth and overreaction to technology shocks. (2008). Lansing, Kevin.
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19. Informational differences and learning in an asset market with boundedly rational agents. (2008). Dindo, Pietro ; Diks, Cees.
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20. Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility. (2007). Uppal, Raman ; Dumas, Bernard ; Kurshev, Alexander.
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21. Asymmetric temporary and permanent stock-price innovations. (2007). Shively, Philip A..
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22. Properties of equilibrium asset prices under alternative learning schemes. (2007). Timmermann, Allan ; Guidolin, Massimo.
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23. Permanent and transitory components of GDP and stock prices: further analysis. (2007). Lee, Tae Hwy ; Gonzalo, Jesus ; Yang, Weiping.
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24. Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle. (2006). Guidolin, Massimo.
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25. On the predictive content of technical analysis. (2006). Reitz, Stefan.
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26. Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters. (2005). Cogley, Timothy.
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27. What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?. (2005). Uppal, Raman ; Dumas, Bernard ; Kurshev, Alexander.
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28. Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique. (2005). hendershott, patric ; Macgregor, Bryan D..
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29. Interpreting Aggregate Stock Market Behavior: How Far Can the Standard Model Go?. (2005). DeSantis, Massimiliano .
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30. High equity premia and crash fears. Rational foundations. (2005). Guidolin, Massimo.
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31. Properties of equilibrium asset prices under alternative learning schemes. (2005). Guidolin, Massimo ; Timmerman, Allan.
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32. Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle. (2005). Guidolin, Massimo.
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33. Interpretable asset markets?. (2005). Yaron, Amir ; Bansal, Ravi ; Khatchatrian, Varoujan.
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34. Individual Irrationality and Aggregate Outcomes. (2005). Tyran, Jean-Robert ; Fehr, Ernst.
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35. The Peso problem hypothesis and stock market returns. (2004). Veronesi, Pietro.
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36. A simple framework for analysing bull and bear markets. (2003). Sossounov, Kirill ; pagan, adrian.
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37. Pricing firms on the basis of fundamentals. (2003). Kamstra, Mark.
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38. New Eras and Stock Market Bubbles. (2003). Sampson, Michael.
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39. International asset prices and portfolio choices under Bayesian learning. (2003). Guidolin, Massimo.
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40. Consumption-based asset pricing. (2003). Campbell, John Y..
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41. Asset Price Fluctuations in Japan: 1980-2000. (2003). .
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42. From Efficient Markets Theory to Behavioral Finance. (2003). Shiller, Robert.
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43. Interpretable Asset Markets?. (2002). Yaron, Amir ; Bansal, Ravi ; Khatachtrian, Varoujan.
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44. The share market boom and the recent disinflation in the OECD countries: the tax-effects, the inflation-illusion and the risk-aversion hypotheses reconsidered1. (2002). Madsen, Jakob.
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45. Monetary policy and asset prices. (2002). Leahy, John ; Gilchrist, Simon.
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46. From Efficient Market Theory to Behavioral Finance. (2002). Shiller, Robert.
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47. Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com”. (2001). Kamstra, Mark.
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48. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles. (2000). Yaron, Amir ; Bansal, Ravi.
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49. Stock market booms and real economic activity: Is this time different?. (2000). Binswanger, Mathias.
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50. Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?. (1998). Mark, Nelson ; Cecchetti, Stephen ; Lam, Pok-Sang .
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51. Earnings and Expected Returns. (1996). Lamont, Owen.
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