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The Portuguese equity risk premium: what we know and what we dont know. (2005). Alves, Paulo ; Rui Alpalhão, .
In: Applied Financial Economics.
RePEc:taf:apfiec:v:15:y:2005:i:7:p:489-498.

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  1. .

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  2. Capital asset pricing model in Portugal: Evidence from fractal regressions. (2018). Krištoufek, Ladislav ; Ferreira, Paulo ; Kristoufek, Ladislav.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:17:y:2018:i:3:d:10.1007_s10258-018-0145-5.

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  3. International Evidence on the Equity Premium Puzzle and Time Discounting. (2013). Rieger, Marc ; Hens, Thorsten ; Wang, Mei.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:17:y:2013:i:3-4:p:149-163.

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  4. Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data. (2012). Rieger, Marc Oliver ; Wang, Mei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:9:y:2012:i:2:p:63-72.

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References

References cited by this document

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  3. Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data. (2012). Rieger, Marc Oliver ; Wang, Mei.
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