A reexamination of the equity-premium puzzle: A robust non-parametric approach

Esfandiar Maasoumi (), Guay C. Lim () and Vance Lindsay Martin
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Esfandiar Maasoumi: SMU
Authors registered in the RePEc Author Service: Esfandiar Maasoumi and Esfandiar Maasoumi ()

No 604, Departmental Working Papers from Southern Methodist University, Department of Economics

Keywords: Equity-premium puzzle; Stochastic dominance; Non-parametric; Subsampling; Recentered bootstraps; Higher 23 order moments (search for similar items in EconPapers)
JEL-codes: F18 Q4 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fmk
Date: Written
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Journal Article: A reexamination of the equity-premium puzzle: A robust non-parametric approach (2006)
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