expected value premium
By: Long Chen, Ralitsa Petkova, Lu Zhang.
Contributors: Petkova, Ralitsa, 1976-; Zhang, Lu, 1972-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12183.; Working paper series (National Bureau of Economic Research) -- working paper no. 12183.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 42
Subjects: Rate of return -- Econometric models
Notes: "April 2006."

Includes bibliographical references (p. 26-28).

Also available in PDF from the NBER world wide web site (www.nber.org).