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Average debt and equity returns: puzzling?
McGrattan, Ellen R.; Prescott, Edward C. - 2003
"Mehra and Prescott (1985) found the difference between average equity and debt returns puzzling because it was too large to be a premium for bearing nondiversifiable aggregate risk. Here, we re-examine this puzzle, taking into account some factors ignored by Mehra and Prescott--taxes,...
Persistent link: https://www.econbiz.de/10001729063
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Expected returns, yield spreads, and asset pricing tests
Campbello, Murillo; Chen, Long; Zhang, Lu - 2005
Persistent link: https://www.econbiz.de/10002823463
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The value spread as a predictor of returns
Liu, Naiping; Zhang, Lu - 2005
Persistent link: https://www.econbiz.de/10002823542
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Investment-based expected stock returns
Liu, Laura Xiaolei; Whited, Toni Marion; Zhang, Lu - 2009 - Rev.
Persistent link: https://www.econbiz.de/10003955505
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The stock market and aggregate employment
Chen, Long; Zhang, Lu - 2009
Persistent link: https://www.econbiz.de/10003875812
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APPENDICES: technology capital and the U.S. current account
McGrattan, Ellen R.; Prescott, Edward C. - 2009
Persistent link: https://www.econbiz.de/10009514552
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Technology capital and the U.S. current account
McGrattan, Ellen R.; Prescott, Edward C. - 2009
Persistent link: https://www.econbiz.de/10009514553
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Is the value spread a useful predictor of returns?
Liu, Naiping (contributor); Zhang, Lu (contributor) - 2006
Persistent link: https://www.econbiz.de/10003746210
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Technology capital and the US current account
McGrattan, Ellen R.; Prescott, Edward C. - 2008
Persistent link: https://www.econbiz.de/10003716034
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Technology capital and the U.S. current accounts
McGrattan, Ellen R. (contributor);  … - 2007 - rev.
Persistent link: https://www.econbiz.de/10003485968