Essays on the equity premium /

The equity premium puzzle has been a challenge to financial economists since Mehra and Prescott first recognized it in 1985. In the first chapter, important characteristics of the stocks and bond returns are studied based on historical data in the U.S. financial market. Also assumptions of the ass...

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Bibliographic Details

Main Author:	Kim, Sei-Wan
Format:	Thesis Book
Language:	English
Published:	[Place of publication not identified] : [publisher not identified] ; 2001.
Subjects:	Major economics.
Online Access:	http://proxy.library.tamu.edu/login?url=http://proquest.umi.com/pqdweb?did=729049571&sid=1&Fmt=2&clientId=2945&RQT=309&VName=PQD