Do Subjective Expectations Explain Asset Pricing Puzzles?
Author(s) -
Gurdip Bakshi,
Georgios Skoulakis
Publication year - 2009
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1344123
Subject(s) - equity premium puzzle , capital asset pricing model , economics , econometrics , prior probability , consumption based capital asset pricing model , volatility (finance) , extant taxon , consumption (sociology) , asset (computer security) , context (archaeology) , bayesian probability , valuation of options , equity (law) , financial economics , microeconomics , computer science , paleontology , social science , artificial intelligence , evolutionary biology , sociology , political science , law , biology , computer security
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