Complex Systems in Finance and Econometrics

2011 Edition
| Editors: Robert A. Meyers (Editor-in-Chief)

Financial Economics, Time Variation in the Market Return

  • Mark J. Kamstra
  • Lisa A. Kramer
Reference work entry
DOI: https://doi.org/10.1007/978-1-4419-7701-4_22

Article Outline

Glossary

Definition of the Subject

Introduction

Valuation

The Equity Premium Puzzle

Time-Varying Equity Premia: Possible Biological Origins

Future Directions

Bibliography

Keywords

Discount Rate Stock Return Dividend Yield Dividend Payment Residual Income 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information

© Springer-Verlag 2009

Authors and Affiliations

  • Mark J. Kamstra
    • 1
  • Lisa A. Kramer
    • 2
  1. 1.Schulich School of BusinessYork UniversityTorontoCanada
  2. 2.Rotman School of ManagementUniversity of TorontoTorontoCanada