Is there a banking risk premium in the US stock market?
Year of publication: |
gennaio-luglio 2014
|
---|---|
Authors: | Zeng, Liujing ; Au Yong, Hue Hwa ; Sirimon Treepongkaruna ; Faff, Robert W. |
Published in: |
Journal of financial management, markets and institutions. - Singapore : World Scientific Publishing, ISSN 2282-717X, ZDB-ID 2942225-5. - Vol. 2.2014, 1, p. 27-42
|
Subject: | Asset Pricing | Banking Risk Factor | Mimicking Portfolio | Bank Size | Risikoprämie | Risk premium | Bankrisiko | Bank risk | CAPM | USA | United States | Portfolio-Management | Portfolio selection | Bank | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Betriebsgröße | Firm size | Aktienmarkt | Stock market |
-
Firm size and stock returns : a meta-analysis
Astakhov, Anton, (2017)
-
Common risk factors in equity markets
Atanasov, Victoria, (2014)
-
Does behavioural risk explain the value premium? : a study of Indian equity market
George, Saji, (2022)
- More ...
-
Is There a Banking Risk Premium in the US Stock Market?
Zeng, Liujing, (2010)
-
Contagion and flight-to-quality : evidences from the Asia-Pacific economic cooperation (APEC) region
Peng, Yu-Tung, (2014)
-
Au Yong, Hue Hwa, (2004)
- More ...