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Market efficiency, asset returns, and the size of the risk premium in global equity markets

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  • Bansal, Ravi
  • Lundblad, Christian

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  • Bansal, Ravi & Lundblad, Christian, 2002. "Market efficiency, asset returns, and the size of the risk premium in global equity markets," Journal of Econometrics, Elsevier, vol. 109(2), pages 195-237, August.
    • Handle: RePEc:eee:econom:v:109:y:2002:i:2:p:195-237
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