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Equity premium puzzle or faulty economic modelling?. (2021). Rachev, Svetlozar T ; Stoyanov, Stoyan V ; Fabozzi, Frank J ; Shirvani, Abootaleb.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:56:y:2021:i:4:d:10.1007_s11156-020-00928-3.

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  1. The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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  2. Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2023). Mittnik, Stefan ; Rachev, Svetlozar T ; Lindquist, Brent W ; Shirvani, Abootaleb.
    In: Papers.
    RePEc:arx:papers:2109.15051.

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  3. A Balanced Portfolio Can Have a Higher Geometric Return Than the Risky Asset. (2021). Woutersen, Tiemen ; Arden, Miriam.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:409-:d:627300.

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References

References cited by this document

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Rethinking the Stock Market Participation Puzzle: A Qualitative Approach. (2025). Siegel, Stephan ; Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine ; Haliassos, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_11980.

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  2. Rethinking the stock market participation puzzle: A qualitative approach. (2024). Chaliasos, Michael ; Siegel, Stephan ; Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:308097.

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  3. Rethinking the stock market participation puzzle: A qualitative approach. (2024). Grunow, Daniela ; Duraj, Kamila ; Siegel, Stephan ; Laudenbach, Christine ; Chaliasos, Michael.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:304392.

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  4. Capital gain overhang and risk–return trade‐off: An international study. (2024). Zheng, Dazhi ; Li, Huimin.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:47:y:2024:i:1:p:211-242.

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  5. Equity premium puzzle or faulty economic modelling?. (2021). Rachev, Svetlozar T ; Stoyanov, Stoyan V ; Fabozzi, Frank J ; Shirvani, Abootaleb.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:56:y:2021:i:4:d:10.1007_s11156-020-00928-3.

    Full description at Econpapers || Download paper

  6. Book Review “Cultural Finance: A World Map of Risk, Time and Money” by Thorsten Hens, Marc Oliver Rieger, and Mei Wang. Singapore: World Scientific Publishing Co. Pte. Ltd., 2020; ISBN 9789811221958. (2021). Duc, Toan Luu ; Quang, Anh Ngoc.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:262-:d:572423.

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  7. Taming models of prospect theory in the wild? Estimation of Vlcek and Hens (2011). (2019). Meyer, Steffen ; Hackethal, Andreas ; Jakusch, Sven Thorsten .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:146.

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  8. Essays on behavioral finance. (2019). Neszveda, Gabor.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:05059039-5236-42a3-be1b-3c1be952551b.

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  9. Equity Concerns are Narrowly Framed. (2018). Kessler, Judd B ; Exley, Christine L.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25326.

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  10. The Fundamental Equity Premium and Ambiguity Aversion in an International Context. (2018). Yuan, Shuonan ; Ngo, Minh Hai ; Rieger, Marc Oliver.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:4:p:128-:d:181012.

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  11. A Test of Narrow Framing and its Origin. (2015). Guiso, Luigi.
    In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
    RePEc:spr:italej:v:1:y:2015:i:1:p:61-100.

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  12. Investors Facing Risk: Prospect Theory and Non-Expected Utility in Portfolio Selection. (2014). Rengifo, Erick W. ; Trendafilov, Debra Rossen ; Trifan, Debra Emanuela .
    In: Fordham Economics Discussion Paper Series.
    RePEc:frd:wpaper:dp2014-03.

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  13. Bounded rationality:psychology, economics and the financial crises. (2013). Schiliro', Daniele.
    In: MPRA Paper.
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  14. A Test of Narrow Framing and its Origin. (2009). Guiso, Luigi.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/02.

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  15. The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy. (2009). Fernandez, Pablo ; Aguirreamalloa, Javier ; Liechtenstein, Heinrich.
    In: IESE Research Papers.
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  16. A test of narrow framing and its origin. (2009). Guiso, Luigi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7112.

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  17. Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior. (2008). Dillenberger, David.
    In: MPRA Paper.
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  18. Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior. (2008). Dillenberger, David.
    In: PIER Working Paper Archive.
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  19. A Behavioural Approach To Financial Puzzles. (2008). ROGER, Patrick ; MERLI, Maxime ; Broihanne, Marie-Hélène.
    In: Working Papers of LaRGE Research Center.
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  20. A Test of Narrow Framing and its Origin. (2008). Guiso, Luigi.
    In: EIEF Working Papers Series.
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  21. Psychological Bias as a Driver of Financial Regulation. (2008). Hirshleifer, David.
    In: European Financial Management.
    RePEc:bla:eufman:v:14:y:2008:i:5:p:856-874.

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  22. Psychological Bias as a Driver of Financial Regulation. (2007). Hirshleifer, David.
    In: MPRA Paper.
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  23. Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing. (2006). Thaler, Richard ; HUANG, MING ; Barberis, Nicholas.
    In: American Economic Review.
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