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The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros.
In: NBER Working Papers.
RePEc:nbr:nberwo:26974.

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Cited: 21

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Cites: 100

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    In: Econometrica.
    RePEc:wly:emetrp:v:90:y:2022:i:5:p:2249-2282.

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  2. Who should buy stocks when volatility spikes?. (2022). Schneider, Andres.
    In: Journal of Financial Markets.
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  3. Sentiment, Mispricing and Excess Volatility in Presence of Institutional Investors. (2022). Sotes-Paladino, Juan ; Roche, Herve.
    In: Working Papers.
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  4. Asset Pricing With Endogenously Uninsurable Tail Risk. (2021). Bhandari, Anmol ; Ai, Hengjie.
    In: Econometrica.
    RePEc:wly:emetrp:v:89:y:2021:i:3:p:1471-1505.

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  5. What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles. (2021). Panageas, Stavros ; Garleanu, Nicolae.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:140:y:2021:i:1:p:54-73.

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  6. Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger.
    In: Review of Economic Dynamics.
    RePEc:red:issued:17-287.

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  7. Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger.
    In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
    RePEc:nsr:niesrd:485.

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  8. Portfolio Rebalancing in General Equilibrium. (2018). Zhang, Jing ; Shapiro, Matthew ; Kimball, Miles ; Shumway, Tyler.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24722.

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  9. Asset Prices and Wealth Inequality. (2017). Gomez, Matthieu.
    In: 2017 Meeting Papers.
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  10. The Equity Premium and the One Percent. (2017). Toda, Alexis Akira ; Walsh, Kieran James.
    In: MPRA Paper.
    RePEc:pra:mprapa:79009.

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  11. Safe Assets. (2017). Levintal, Oren ; Fernandez-Villaverde, Jesus ; Barro, Robert ; Mollerus, Andrew .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12043.

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  12. Do You Save More or Less in Response to Bad News? A New Identification of the Elasticity of Intertemporal Substitution. (2015). Toda, Alexis Akira ; Schmidt, Lawrence.
    In: MPRA Paper.
    RePEc:pra:mprapa:78983.

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  13. Asset Pricing with Heterogeneous Investors and Portfolio Constraints. (2012). Chabakauri, Georgy .
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp707.

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  14. The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous. (2011). Zeckhauser, Richard ; Tran, Ngoc-Khanh .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17199.

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  15. Margin-Based Asset Pricing and Deviations from the Law of One Price. (2011). Pedersen, Lasse ; Garleanu, Nicolae.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16777.

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  16. The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous. (2011). Zeckhauser, Richard ; Tran, Ngoc-Khanh .
    In: Scholarly Articles.
    RePEc:hrv:hksfac:5027955.

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  17. Survival and long-run dynamics with heterogeneous beliefs under recursive preferences. (2011). Borovička, Jaroslav ; Borovicka, Jaroslav.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2011-06.

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  18. The Behavior of Savings and Asset Prices When Preferences and Beliefs Are Heterogeneous. (2011). Zeckhauser, Richard ; Tran, Ngoc-Khanh .
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp11-026.

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  19. Why Do Household Portfolio Shares Rise in Wealth?. (2010). Yogo, Motohiro ; Wachter, Jessica.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:23:y:2010:i:11:p:3929-3965.

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  20. Why Do Household Portfolio Shares Rise in Wealth?. (2010). Yogo, Motohiro ; Wachter, Jessica.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16316.

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  22. Baby Boomer Retirement Security: The Roles of Planning, Financial Literacy, and Housing Wealth. (2006). Mitchell, Olivia ; Lusardi, Annamaria.
    In: Working Papers.
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  23. On the Consequences of Demographic Change for Rates of Returns to Capital, and the Distribution of Wealth and Welfare. (2006). Ludwig, Alexander ; Krueger, Dirk ; Kruger, Dirk .
    In: MEA discussion paper series.
    RePEc:mea:meawpa:06103.

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  24. Keeping up with the Joneses and staying ahead of the Smiths: evidence from suicide data. (2006). Wilson, Daniel ; Daly, Mary.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-12.

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  25. On the determinants of external imbalances and net international portfolio flows: a global perspective. (2006). Lührmann, Melanie ; Luhrmann, Melanie ; De Santis, Roberto A.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006651.

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  26. On the Consequences of Demographic Change for Rates of Return to Capital, and the Distribution of Wealth and Welfare. (2006). Ludwig, Alexander ; Krueger, Dirk ; Kruger, Dirk .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5834.

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  27. The Dynamics of the Age Structure, Dependency, and Consumption. (2006). Weil, David ; Hock, Heinrich.
    In: Working Papers.
    RePEc:bro:econwp:2006-08.

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  28. Sustainability of the Slovenian Pension System: An Analysis with an Overlapping-generations General Equilibrium Model. (2005). Verbič, Miroslav ; van Nieuwkoop, Renger ; MAJCEN, BORIS ; Verbic, Miroslav .
    In: GE, Growth, Math methods.
    RePEc:wpa:wuwpge:0507010.

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  29. Aging, pension reform, and capital flows: A multi-country simulation model. (2005). Ludwig, Alexander ; Boersch-Supan, Axel .
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:123.

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  30. Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model. (2005). Winter, Joachim ; Ludwig, Alexander ; Boersch-Supan, Axel .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11850.

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  31. Junior must pay: pricing the implicit put in privatizing Social Security. (2005). Mehra, Rajnish ; Constantinides, George.
    In: Annals of Finance.
    RePEc:kap:annfin:v:1:y:2005:i:1:p:1-34.

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  32. Taxes, regulations, and the value of U.S. and U.K. corporations. (2005). Prescott, Edward ; McGrattan, Ellen.
    In: Staff Report.
    RePEc:fip:fedmsr:309.

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  33. The baby boom: predictability in house prices and interest rates. (2005). Martin, Robert.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:847.

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  34. Capital market equilibrium with externalities, production and heterogeneous agents. (2005). Beltratti, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:12:p:3061-3073.

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  35. Aging, Pension Reform, and Capital Flows: A Multi-Country Simulation Model. (2005). Winter, Joachim ; Ludwig, Alexander ; Axel Börsch-Supan, .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:065.

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  36. Baby Boom, Asset Market Meltdown and Liquidity Trap. (2004). Cai, Junning.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0401002.

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  37. Open Capital Account: Concrete Wealth or Paper Wealth. (2004). Gangnes, Byron ; Cai, Junning.
    In: International Finance.
    RePEc:wpa:wuwpif:0401002.

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  38. The Impact of Population Aging on Financial Markets. (2004). Poterba, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10851.

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  39. Market Cycles for a Non-Storable Product Under Adjustment Costs. (2004). Lapan, Harvey ; Hennessy, David.
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:12208.

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  40. Social Security and the Equity Premium Puzzle. (2004). Olovsson, Conny.
    In: Seminar Papers.
    RePEc:hhs:iiessp:0729.

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  41. The Welfare Gains of Improving Risk Sharing in Social Security. (2004). Olovsson, Conny.
    In: Seminar Papers.
    RePEc:hhs:iiessp:0728.

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  42. Social security and trust fund management. (2004). Oshio, Takashi.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:18:y:2004:i:4:p:528-550.

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  43. Demography and the Long-run Predictability of the Stock Market. (2004). Quinzii, Martine ; Magill, Michael ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1380r.

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  44. The Impact of Aging on Financial Markets and the Economy: A Survey. (2004). Burtless, Gary ; Bryant, Ralph ; Bosworth, Barry.
    In: Working Papers, Center for Retirement Research at Boston College.
    RePEc:crr:crrwps:2004-23.

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  45. Demography and the Stock Market. (2004). Magill, Michael.
    In: Theory workshop papers.
    RePEc:cla:uclatw:658612000000000080.

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  46. Taxes, Regulations, and the Value of U.S. and U.K. Corporations. (2004). Prescott, Edward ; McGrattan, Ellen.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000715.

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  47. Demography and the Long Run Behavior of the Stock Market. (2004). Quinzii, Martine ; Magill, Michael ; Geanakoplos, John.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000643.

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  48. Do Demographic Changes Affect Risk Premiums? Evidence from International Data. (2003). Maddaloni, Angela ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9677.

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  49. La croissance démographique dans les modèles à générations imbriquées. (2003). d'Albis, Hippolyte.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-00630245.

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  50. Measuring trend output: how useful are the Great Ratios?. (2003). Temple, Jonathan ; Cliff L. F. Attfield, .
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:03/555.

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