Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Year of publication: |
2009
|
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Authors: | Møller, Stig Vinther |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 4, p. 525-536
|
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Equity-Premium-Puzzle | Equity premium puzzle | USA | United States | 1950-2000 |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | C32 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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