Limited stock market participation and asset prices in a dynamic economy
Year of publication: |
2004
|
---|---|
Authors: | Guo, Hui |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 39.2004, 3, p. 495-516
|
Subject: | Aktienmarkt | Stock market | Risikoprämie | Risk premium | CAPM |
-
Predicting returns on asset markets of a small, open economy and the influence of global risks
Haab, David R., (2017)
-
The risk and return conundrum explained : international evidence
Savva, Christos S., (2018)
-
Liu, Hao, (2016)
- More ...
-
On the Out-of-Sample Predictability of Stock Market Returns
Guo, Hui, (2006)
-
IPO First-Day Return and Ex Ante Equity Premium
Guo, Hui, (2011)
-
Foreign Exchange Volatility Is Priced in Equities
Guo, Hui, (2008)
- More ...