data.sf
Creators:
Stephen J. Fisher
From the dataset abstract
A model is developed that attempts to explain the historical size of the US equity premium by distinguishing between gross and net returns accruing to agents. The model derived by Mehra...
Source: Asset trading, transaction costs and the equity premium (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | sf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/802e7b7f-d46d-4201-8da4-ffd0e7e60574/resource/09fba178-dde3-41ae-9822-ab273db03016/download/data.sf |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
