The Equity Premium Puzzle in China
The dissertation concentrates on one of the most famous puzzles in asset pricing, the equity premium puzzle, which is first identified by Mehra and Prescott (1985). It studies the existence and extent of the equity premium puzzle in China, which is still under controversy according to the existing l...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2006
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| Online Access: | https://eprints.nottingham.ac.uk/20276/ |