The equity premium and the required stock returns in a Tobin's q model with a stochastic discount factor
Jakob B. Madsen and Ratbek Dzhumashev
| Year of publication: |
2012
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|---|---|
| Authors: | Madsen, Jakob Brøchner ; Dzhumashev, Ratbek |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 44.2012, 4/6, p. 683-694
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| Subject: | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Tobins Q | Tobin's Q | CAPM | Allgemeines Gleichgewicht | General equilibrium | USA | United States | 1909-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009532067