Investor heterogeneity, market segmentation, leverage and the equity premium puzzle

Journal of Banking and Finance

Volumn 25, Issue 10, 2001, Pages 1897-1919

  Ebrahim, M Shahid ^a   Mathur, Ike ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b SOUTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Asset pricing and consumption smoothing; D58; Equity premium puzzle; G12; G32

Indexed keywords

EID: 0042908774     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(00)00164-3     Document Type: Article

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