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~subject:"CAPM"
~subject:"Share price"
~subject:"Währungsspekulation"
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CAPM
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Equity premium puzzle
234
Equity-Premium-Puzzle
229
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136
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136
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118
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ECONIS (ZBW)
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91
An exploration of the effect of doubt during disasters on equity premiums
Suzuki, Shiba
- In:
Economics letters
123
(
2014
)
3
,
pp. 270-273
Persistent link: https://www.econbiz.de/10010400171
Saved in:
92
The conditional equity premium, cross-sectional returns and stochastic volatility
Fung, Ka Wai Terence
;
Lau, Chi Keung
;
Chan, Kwok Ho
- In:
Economic modelling
38
(
2014
),
pp. 316-327
Persistent link: https://www.econbiz.de/10010419068
Saved in:
93
Habit formation and risk-free rate puzzle
Choi, Wonnho
- In:
International journal of financial research
5
(
2014
)
4
,
pp. 155-170
Persistent link: https://www.econbiz.de/10010459719
Saved in:
94
Asset pricing puzzle in emerging markets : evidence from Thailand
Duangthong, Somphop
- In:
Southeast Asian journal of economics
2
(
2014
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10010479504
Saved in:
95
Currency excess returns and global downside market risk
Atanasov, Victoria
;
Nitschka, Thomas
- In:
Journal of international money and finance
47
(
2014
),
pp. 268-285
Persistent link: https://www.econbiz.de/10010464017
Saved in:
96
Market incompleteness and the equity premium puzzle : evidence from state-level data
Jacobs, Kris
;
Pallage, Stéphane J.
;
Robe, Michel A.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 378-388
Persistent link: https://www.econbiz.de/10009705649
Saved in:
97
Carry trade and foreign exchange rate puzzles
Spronk, Richard
;
Verschoor, Willem F. C.
;
Zwinkels, …
- In:
European economic review : EER
60
(
2013
),
pp. 17-31
Persistent link: https://www.econbiz.de/10009762410
Saved in:
98
Estimating C-CAPM and the equity premium over the frequency domain
Kalyvitēs, Sarantēs
;
Panopulu, Aikaterinē
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 551-571
Persistent link: https://www.econbiz.de/10010228554
Saved in:
99
Risk premia : exact solutions vs. log-linear approximations
Lundtofte, Frederik
;
Wilhelmsson, Anders
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4256-4264
Persistent link: https://www.econbiz.de/10010245574
Saved in:
100
Returns-to-scale and the equity premium puzzle
Dunbar, Geoffrey
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1736-1754
Persistent link: https://www.econbiz.de/10009786084
Saved in:
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