Revisiting equity premium puzzles in a data-rich environment
Year of publication: |
2019
|
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Authors: | Douch, Mohamed ; Bouaddi, Mohammed |
Published in: |
Applied economics quarterly. - Berlin : Duncker & Humblot, ISSN 1611-6607, ZDB-ID 2115633-5. - Vol. 65.2019, 4, p. 257-275
|
Subject: | Common factors | factor analysis | principal components | asset pricing | equity premium puzzle | risk-free rate puzzle | CAPM | Risikoprämie | Risk premium | Theorie | Theory | Equity-Premium-Puzzle | Equity premium puzzle | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
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