Revisiting equity premium puzzles in a data-rich environment
by Mohamed Douch and Mohammed Bouaddi
| Year of publication: |
2019
|
|---|---|
| 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
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| Subject: | Common factors | factor analysis | principal components | asset pricing | equity premium puzzle | risk-free rate puzzle | CAPM | Risikoprämie | Risk premium | Faktorenanalyse | Factor analysis | Equity-Premium-Puzzle | Equity premium puzzle | Theorie | Theory | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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