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The Private Equity Premium Puzzle

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  • TOBIAS J. MOSKOWITZ
  • ANNETTE VISSING-JORGENSEN

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  • Tobias J. Moskowitz & Annette Vissing-Jorgensen, 2000. "The Private Equity Premium Puzzle," CRSP working papers 524, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
    • Handle: RePEc:wop:chispw:524
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    File URL: http://gsbwww.uchicago.edu/fac/finance/papers/tmav13.pdf
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    Cited by:

    1. Liang Peng, 2001. "Building A Venture Capital Index," Yale School of Management Working Papers ysm221, Yale School of Management, revised 01 Oct 2001.
    2. Kahl, Matthias & Liu, Jun & Longstaff, Francis A., 2003. "Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?," Journal of Financial Economics, Elsevier, vol. 67(3), pages 385-410, March.
    3. Cochrane, John H., 2005. "The risk and return of venture capital," Journal of Financial Economics, Elsevier, vol. 75(1), pages 3-52, January.

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