Uninsured expense shocks and equity premia
Year of publication: |
November 2016
|
---|---|
Authors: | Wang, Qin ; Ren, Yu ; Zou, Yiheng |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 58.2016, p. 64-74
|
Subject: | Equity premium | Uninsured expense risk | CCAPM | Risikoprämie | Risk premium | Schock | Shock | CAPM | Kapitaleinkommen | Capital income |
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