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Average Debt and Equity Returns: Puzzling?

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Author Info
Ellen R. McGrattan
Edward C. Prescott

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File URL: http://hdl.handle.net/10.1257/000282803321947407
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File URL: http://www.aeaweb.org/articles/article_detail.php?journal=AER&volume=93&issue=2&article=68&issue_date=May2003
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Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 93 (2003)
Issue (Month): 2 (May)
Pages: 392-397
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Handle: RePEc:aea:aecrev:v:93:y:2003:i:2:p:392-397

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Ellen R. McGrattan & Edward C. Prescott, 2005. "Taxes, regulations, and the value of U.S. and U.K. corporations," Staff Report 309, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  2. S. H. Nerlove, 1932. "Should Life Insurance Companies be Permitted to Buy Common Stocks?," Journal of Business, University of Chicago Press, vol. 5, pages 155. [Downloadable!]
  3. Mehra, Rajnish & Prescott, Edward C., 1985. "The equity premium: A puzzle," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 145-161, March. [Downloadable!] (restricted)
  4. LeRoy, Stephen F & Porter, Richard D, 1981. "The Present-Value Relation: Tests Based on Implied Variance Bounds," Econometrica, Econometric Society, vol. 49(3), pages 555-74, May. [Downloadable!] (restricted)
  5. Grossman, Sanford J & Shiller, Robert J, 1981. "The Determinants of the Variability of Stock Market Prices," American Economic Review, American Economic Association, vol. 71(2), pages 222-27, May. [Downloadable!] (restricted)
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This page was last updated on 2009-11-16.

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