C-CAPM without Ex Post Data
Year of publication: |
2005-12-15
|
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Authors: | Söderlind, Paul |
Institutions: | Institute for Financial Research (SIFR) |
Subject: | Equity premium puzzle | Livingston survey | CBOE VIX | Survey of professional forecasters |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series SIFR Research Report Series Number 39 16 pages |
Classification: | E13 - Neoclassical ; E32 - Business Fluctuations; Cycles ; G12 - Asset Pricing |
Source: |
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Söderlind, Paul, (2005)
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Söderlind, Paul, (2006)
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Wage Rigidity : A Solution to Several Asset Pricing Puzzles
Lin, Xiaoji, (2012)
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Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel
Giordani, Paolo, (2003)
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C-CAPM and the Cross-Section of Sharpe Ratios
Söderlind, Paul, (2003)
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Macroeconomic Conditions and Capital Raising
Erel, Isil, (2010)
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