The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Measuring risk aversion from excess returns on a stock index
Open accessOverview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Self-citationCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
Cited by
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
Campbell, J. Y., & Cochrane, J. H. (1999) · Journal of Political Economy · doi:10.1086/250059 · Cited by 5,210
Risk and Volatility: Econometric Models and Financial Practice
Engle, R. (2004) · American Economic Review · doi:10.1257/0002828041464597 · Cited by 554
Self-citationA Parsimonious Macroeconomic Model for Asset Pricing
(2009) · Econometrica · doi:10.3982/ecta6658 · Cited by 363
Unobserved component time series models with Arch disturbances
Harvey, A., Ruiz, E., & Sentana, E. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90068-3 · Cited by 329
Metadata
- Authors
- Chou, R., Engle, R. F., & Kane, A.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1992-04
- Volume
- 52
- Issue
- 1-2
- Pages
- 201-224
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W3021938903
- Cited by
- 165
- References
- 2
- FWCI
- 7.94
- Type
- journal article
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Measuring risk aversion from excess returns on a stock index. https://app.cochat.ai/papers/10.1016/0304-4076(92)90070-8
- The paper
- Chou, R., Engle, R. F., & Kane, A. (1992). Measuring risk aversion from excess returns on a stock index. Journal of Econometrics. https://doi.org/10.1016/0304-4076(92)90070-8
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
