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The equity premium in Brock's asset pricing model

, and . Journal of Economic Dynamics and Control, 31 (7): 2263--2292 (July 2007)

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Are stock prices too volatile to be justified by the dividend discount model?, , and . Physica A: Statistical Mechanics and its Applications, (Mar 15, 2007)Do CAPM results hold in a dynamic economy?: A numerical analysis, and . Journal of Economic Dynamics and Control, 21 (6): 981--1003 (Jun 1, 1997)Risk and return in a dynamic general equilibrium model. Journal of Economic Dynamics and Control, 24 (5-7): 1079--1096 (June 2000)The equity premium in Brock's asset pricing model, and . Journal of Economic Dynamics and Control, 31 (7): 2263--2292 (July 2007)