The Equity Premium Puzzle and the Ex Post Bias
Download full text from publisher
Other versions of this item:
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Rieger, Marc Oliver & Wang, Mei, 2012. "Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data," Finance Research Letters, Elsevier, vol. 9(2), pages 63-72.
- van Ewijk, Casper & de Groot, Henri L.F. & Santing, A.J. (Coos), 2012.
"A meta-analysis of the equity premium,"
Journal of Empirical Finance,
Elsevier, pages 819-830.
- Casper van Ewijk & Henri L.F. de Groot & Coos Santing, 2010. "A Meta-Analysis of the Equity Premium," Tinbergen Institute Discussion Papers 10-078/3, Tinbergen Institute.
- Casper van Ewijk & Henri de Groot & C. Santing, 2010. "A meta-analysis of the equity premium," CPB Discussion Paper 156, CPB Netherlands Bureau for Economic Policy Analysis.
- Marc Oliver Rieger & Thorsten Hens & Mei Wang, 2013. "International Evidence on the Equity Premium Puzzle and Time Discounting," Multinational Finance Journal, Multinational Finance Journal, vol. 17(3-4), pages 149-163, September.
- Philip Jagd & Jakob Madsen, 2009.
"Myopic loss aversion, bond returns and the equity premium puzzle,"
Applied Financial Economics,
Taylor & Francis Journals, pages 1383-1390.
- Claudio Morana, 2008. "Realized Betas and the Cross-Section of Expected Returns," ICER Working Papers - Applied Mathematics Series 15-2008, ICER - International Centre for Economic Research.
More about this item
Keywordsequity premium; inflation expectations; expected returns;
- G0 - Financial Economics - - General
- E1 - Macroeconomics and Monetary Economics - - General Aggregative Models
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kud:kuiefr:200401. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Hoffmann). General contact details of provider: http://edirc.repec.org/data/okokudk.html .
We have no references for this item. You can help adding them by using this form .