A Reconsideration of the Equity Premium Puzzle
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More about this item
KeywordsAsset Pricing; General Equilibrium; CAPM; Equity Premium Puzzle;
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-06-04 (All new papers)
- NEP-DCM-2017-06-04 (Discrete Choice Models)
- NEP-MAC-2017-06-04 (Macroeconomics)
- NEP-UPT-2017-06-04 (Utility Models & Prospect Theory)
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