EQUITY Premium Puzzle in a Data-Rich Environment
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More about this item
Keywords
Common factors; factor analysis; principal components; asset pricing; equity premium puzzle; risk free rate puzzle.;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-UPT-2011-03-19 (Utility Models and Prospect Theory)
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