Santing, A.J.

equity premium equity premium period observation study return market country variation meta-analysi point result equity premiums stock interest rate percentage interest state specification volatility variable van ewijk / journal difference finance model method effect arithmetic equity premium puzzle observation period world journal dimson paper measure mehra analysis siegel table equity risk premium stock markets interest rates estimate measurement asian tigers section t-bill university database literature maturity asset credit crisis puzzle 819–830 trend ewijk source impact author value benchmark factor length issue inflation statistic tiger summary statistics asian interval princeton university press development economy other variance 1750–1993. stockton press research