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Stock-Market Participation, Intertemporal Substitution, and Risk-Aversion
Abstract
Stock-Market Participation, Intertemporal Substitution, and Risk-Aversion by Annette Vissing-Jørgensen and Orazio P. Attanasio. Published in volume 93, issue 2, pages 383-391 of American Economic Review, May 2003
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Citations
Cited by
Optimal Life‐Cycle Asset Allocation: Understanding the Empirical Evidence
GOMES, F., & MICHAELIDES, A. (2005) · The Journal of Finance · doi:10.1111/j.1540-6261.2005.00749.x · Cited by 773
Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated
BENZONI, L., COLLIN‐DUFRESNE, P., & GOLDSTEIN, R. S. (2007) · The Journal of Finance · doi:10.1111/j.1540-6261.2007.01271.x · Cited by 466
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices
Bansal, R. (2012) · Critical Finance Review · doi:10.1561/104.00000005 · Cited by 420
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
Lettau, M., Ludvigson, S. C., & Wachter, J. A. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm020 · Cited by 375
Uninsured idiosyncratic investment risk and aggregate saving
Angeletos, G.-M. (2007) · Review of Economic Dynamics · doi:10.1016/j.red.2006.11.001 · Cited by 346
Metadata
- Authors
- Vissing-Jørgensen, A., & Attanasio, O. P.
- Venue
- American Economic Review
- Publisher
- American Economic Association
- Published
- 2003-04-01
- Volume
- 93
- Issue
- 2
- Pages
- 383-391
- ISSN
- 0002-8282 (ISSN-L)
- OpenAlex
- W2062341688
- Cited by
- 486
- References
- 0
- FWCI
- 32.33
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Stock-Market Participation, Intertemporal Substitution, and Risk-Aversion. https://app.cochat.ai/papers/10.1257/000282803321947399
- The paper
- Vissing-Jørgensen, A., & Attanasio, O. P. (2003). Stock-Market Participation, Intertemporal Substitution, and Risk-Aversion. American Economic Review. https://doi.org/10.1257/000282803321947399
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.
