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Why Do Rational Investors Like Variance at the Peak of a Crisis? A Learning-Based Explanation
50/50 checkable references clean · checked 2026-08-11
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 50 checked references that resolve
resolves10.1111/j.1540-6261.2010.01572.x
Information Quality and Long‐Run Risk: Asset Pricing Implications
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1086/691450
Asset Return Dynamics under Habits and Bad Environment–Good Environment Fundamentals
resolves10.1016/j.jfineco.2011.01.008
Explaining asset pricing puzzles associated with the 1987 market crash
resolves10.1016/j.jfineco.2002.06.001
On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
resolves10.1016/j.jedc.2003.09.003
Equilibrium stock return dynamics under alternative rules of learning about hidden states
resolves10.1093/rapstu/raaa010
Volatility Markets Underreacted to the Early Stages of the COVID-19 Pandemic
resolves10.1257/aer.20130392
Parameter Learning in General Equilibrium: The Asset Pricing Implications
resolves10.2307/1913778
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.1093/qje/qjs001
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
resolves10.1093/rof/rfu016
Learning about Rare Disasters: Implications For Consumption and Asset Prices
resolves10.1111/j.1540-6261.1993.tb05128.x
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
resolves10.1016/j.jfineco.2005.12.002
The empirical risk–return relation: A factor analysis approach☆
resolves10.1111/j.1540-6261.2008.01415.x
Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital
resolves10.1016/j.jfineco.2015.05.004
Good and bad uncertainty: Macroeconomic and financial market implications
resolves10.2307/2297792
Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
resolves10.1093/rfs/12.5.975
Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model
resolves10.1111/jofi.12018
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
The 10 references without a DOI — listed, not checked
no DOI — not checkedAsset pricing with persistence risk
no DOI — not checkedref10
no DOI — not checkedThe time variation in risk appetite and uncertainty
no DOI — not checkedref33
no DOI — not checkedAmbiguity aversion and the variance premium
no DOI — not checkedref47
no DOI — not checkedThe equity premium puzzle and the risk-free rate puzzle
no DOI — not checkedUnderstanding Negative Risk-Return Trade-offs, Available at SSRN 4116731. References for the Internet Appendix
no DOI — not checkedref63
no DOI — not checkedThe equity premium puzzle and the risk-free rate puzzle
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