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Good Times and the Dividend Yield

https://doi.org/10.2139/ssrn.5378949
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Analytical Cyclical Price-Dividend Ratios
inferredcites →https://doi.org/10.1016/j.jfineco.2006.10.002openalex-snapshot
Asymmetric stock market volatility and the cyclical behavior of expected returns
inferredcites →https://doi.org/10.1016/j.jfineco.2007.01.001openalex-snapshot
Risk, return, and dividends
inferredcites →https://doi.org/10.1016/j.jfineco.2014.10.001openalex-snapshot
Asset pricing with arbitrage activity
inferredcites →https://doi.org/10.1016/j.jfineco.2021.01.005openalex-snapshot
Asset pricing with heterogeneous agents and long-run risk
inferredcites →https://doi.org/10.1016/j.jfineco.2021.05.024openalex-snapshot
Searching for the equity premium
inferredcites →https://doi.org/10.1016/j.jmoneco.2012.10.019openalex-snapshot
Macroeconomic determinants of stock volatility and volatility premiums
inferredcites →https://doi.org/10.1016/j.jmoneco.2019.01.008openalex-snapshot
The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models
inferredcites →https://doi.org/10.1016/s0304-405x(96)00009-8openalex-snapshot
An alternative valuation model for contingent claims
inferredcites →https://doi.org/10.1086/250059openalex-snapshot
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
inferredcites →https://doi.org/10.1093/qje/qjs001openalex-snapshot
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
inferredcites →https://doi.org/10.1093/rfs/1.3.195openalex-snapshot
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
inferredcites →https://doi.org/10.1093/rfs/hhm085openalex-snapshot
Cointegration and Consumption Risks in Asset Returns
inferredcites →https://doi.org/10.1093/rfs/hhq039openalex-snapshot
Temporary versus Permanent Shocks: Explaining Corporate Financial Policies
inferredcites →https://doi.org/10.1093/rfs/hhu084openalex-snapshot
Investor Information, Long-Run Risk, and the Term Structure of Equity
inferredcites →https://doi.org/10.1093/rfs/hhx047openalex-snapshot
External Habit in a Production Economy: A Model of Asset Prices and Consumption Volatility Risk
inferredcites →https://doi.org/10.1111/1468-0262.00164openalex-snapshot
Transform Analysis and Asset Pricing for Affine Jump-diffusions
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00670.xopenalex-snapshot
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01787.xopenalex-snapshot
Dynamic Agency and the q Theory of Investment
inferredcites →https://doi.org/10.1111/jofi.12615openalex-snapshot
Higher Order Effects in Asset Pricing Models with Long‐Run Risks
inferredcites →https://doi.org/10.1111/jofi.12987openalex-snapshot
Equilibrium Asset Pricing with Leverage and Default
inferredcites →https://doi.org/10.1257/aer.104.6.1486openalex-snapshot
Speculative Asset Prices
inferredcites →https://doi.org/10.1257/aer.20130392openalex-snapshot
Parameter Learning in General Equilibrium: The Asset Pricing Implications
inferredcites →https://doi.org/10.2139/ssrn.307203openalex-snapshot
A Model for Pricing Stocks and Bonds
inferredcites →https://doi.org/10.2307/2118434openalex-snapshot
Permanent and Transitory Components of GNP and Stock Prices
inferredcites →https://doi.org/10.3386/w4995openalex-snapshot
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
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