The Equity Premium Puzzle in China

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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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Bibliographic Details
Main Author:	Ni, Zhiqi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	EPP Equity Premium Puzzle China Relative Degree of Risk Aversion
Online Access:	https://eprints.nottingham.ac.uk/20276/

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