Historical US market data from 1889-1978 indicates equity investors were risk-averse in 1977 while risk-free asset investors exhibited insufficient risk-loving behavior under new definitions.
Retrieved from https://www.census.gov/content/dam/Census/library/publications/1975/demo/p25-704.pdf
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Empirical Evidence for the New Definitions in Financial Markets and Equity Premium Puzzle
Historical US market data from 1889-1978 indicates equity investors were risk-averse in 1977 while risk-free asset investors exhibited insufficient risk-loving behavior under new definitions.