Economic uncertainty : mispricing and ambiguity premium
Year of publication: |
2023
|
---|---|
Authors: | Cai, Charlie X. ; Fu, Xi ; Kerestecioglu, Semih |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 29.2023, 5, p. 1702-1751
|
Subject: | ambiguity aversion | cross-section of stock returns | economic uncertainty | mispricing | return predictability | risk premium | Risikoprämie | Risk premium | Risiko | Risk | Risikoaversion | Risk aversion | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Entscheidung unter Unsicherheit | Decision under uncertainty | CAPM | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
-
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G., (2023)
-
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G., (2017)
-
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie, (2024)
- More ...
-
Economic Uncertainty : Mispricing and Ambiguity Premium
Cai, Charlie X., (2020)
-
Can financial uncertainty forecast aggregate stock market returns?
Henry, Ólan Thomas John, (2024)
-
Option-Implied Volatility Measures and Stock Return Predictability
Fu, Xi, (2019)
- More ...