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Book Chapter

The Equity Premium Puzzle

  • Chen J
Springer International Publishing, (2017), 139-173
DOI: 10.1007/978-3-319-63465-4_8
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Abstract

Explains the concept of the equity premium puzzle. Definition of equity premium as the difference between the return on stocks and the return on a risk-free asset such as treasury bills; Greater risk associated with stocks than with Treasury bills; Empirical questions; Theoretical explanations

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APA

Chen, J. M. (2017). The Equity Premium Puzzle. In Econophysics and Capital Asset Pricing (pp. 139–173). Springer International Publishing. https://doi.org/10.1007/978-3-319-63465-4_8

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