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

Esfandiar Maasoumi, Guay Lim and Vance Martin

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)
Pages: 26 pages
Date: 2006-01
New Economics Papers: this item is included in nep-fmk
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Citations: View citations in EconPapers (4)

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Journal Article: A reexamination of the equity-premium puzzle: A robust non-parametric approach (2006)
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