The Equity Premium Puzzle: Australia and the United States in Comparative Perspective
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Cited by:
- 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, vol. 19(5), 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.
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More about this item
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- N2 - Economic History - - Financial Markets and Institutions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2007-07-20 (Financial Markets)
- NEP-HIS-2007-07-20 (Business, Economic and Financial History)
- NEP-RMG-2007-07-20 (Risk Management)
- NEP-UPT-2007-07-20 (Utility Models and Prospect Theory)
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