“The Equity Premium: A Puzzle,” (with E.C. Prescott), Journal of Monetary Economics, 15, March, 1985, pp. 145-161. [PDF]

• Reprinted in The Economic Legacy of Robert Lucas, Jr, edited by Kevin D. Hoover, Edward Elgar Publishing Ltd., Brookfield, VT 1998.
• Reprinted as “El ‘Equity Premium’: un Dilema,”Cuadernos Economicos de ICE, 42, November, 1989, pp. 123-37.
• Reprinted in Speculation and Financial Markets, edited by Liam A. Gallagher and Mark P. Taylor., Edward Elgar: Cheltenham, UK, Nothampton, MA 2002.
• Reprinted in Financial Markets and the Real Economy, edited by John Cochrane, Edward Elgar Publishing Ltd., Brookfield, VT 2006
• Reprinted in The International Library of Financial Econometrics, edited by Andrew Lo, Edward Elgar: Cheltenham, UK, Nothampton, MA 2007
• Reprinted in James Tobin, Franco Modigliani, Finn E. Kydland and Edward C. Prescott Pioneering Papers of the Nobel Memorial Laureates in Economics, edited by Howard R. Vane and Chris Mulhearn, Edward Elgar: Cheltenham, UK, Nothampton, MA 2010
• Reprinted in The Economics of Risk and Uncertainty, edited by Christian Gollier, Edward Elgar: Cheltenham, UK, Nothampton, MA 2018