Can habit formation under complete market integration explain the cross-section of international equity risk premia?.

Can habit formation under complete market integration explain the cross-section of international equity risk premia?.

Bibliographic Details
Published in:Review of financial economics V. 23, 1-3 (2013).
Main Author: Auer, Benjamin P.
Format: Article
Language:English
Subjects:
Risk premiums.
Capital markets.
Generalized method of moments.
CAPM.
Economic models.
Economic indicators.