Myopic loss aversion and the equity premium puzzle reconsidered [An article from: Finance Research Letters]

by R.B. Durand, P. Lloyd, H. Wee Tee

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This digital document is a journal article from Finance Research Letters, published by Elsevier in 2004. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

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Benartzi and Thaler [The Quarterly Journal of Economics 110 (1995) 73-92] offer a quasi-rational explanation for the equity premium puzzle. We reconsider their methodology and, making a simple modification to it, find that their analysis is not robust.

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