Value premium and implied equity duration in the Japanese stock market
Year of publication: |
November 2015
|
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Authors: | Fukuta, Yuichi ; Yamane, Akiko |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 39.2015, p. 102-121
|
Subject: | Implied equity duration | Value premium | CAPM | Fama-French three-factor model | Japan | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Theorie | Theory | Risikoprämie | Risk premium | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
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