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Equilibrium of Real Financial Markets: Theory and Experimental Evidence
Bossaerts, Peter - C.E.P.R. Discussion Papers - 2004
than at (CAPM) equilibrium. Experimental evidence confirms the predictions conclusively. …
Persistent link: https://www.econbiz.de/10005792218
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A puzzle of excessive equity risk premium and the case of Poland
Kliber, Paweł - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 1, pp. 1-11
The article presents a historical review of the literature related to the empirical problem of excessive risk premium. The risk premium (the difference between the return on equities and risk-free rate) observed in financial markets cannot be reconciled with theoretical models of financial...
Persistent link: https://www.econbiz.de/10011539760
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Endogenous time-varying risk aversion and asset returns
Berardi, Michele - In: Journal of evolutionary economics : JEE 26 (2016) 3, pp. 581-601
Persistent link: https://www.econbiz.de/10011561935
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The relationship between covariance and size effects in emerging equity markets
Wang, Ming-Chieh; Ye, Jin-Kui - In: Managerial finance 42 (2016) 3, pp. 174-190
Persistent link: https://www.econbiz.de/10011551925
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Incomplete financial markets and jumps in asset prices
Crès, Hervé; Markeprand, Tobias; Tvede, Mich - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 201-219
Persistent link: https://www.econbiz.de/10011554148
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Financial asset valuations : The total demand approach
Žukauskas, Vytautas; Hülsmann, Jörg Guido - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 123-131
Persistent link: https://www.econbiz.de/10012176177
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Market selection
Kogan, Leonid; Ross, Stephen A.; Wang, Jiang; … - In: Journal of economic theory 168 (2017), pp. 209-236
Persistent link: https://www.econbiz.de/10011747419
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Conditional CAPM using expected returns of Brazilian sustainability companies
Tambosi Filho, Elmo - In: Theoretical economics letters 8 (2018) 3, pp. 367-377
Persistent link: https://www.econbiz.de/10011822694
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Asset price risk, banks and markets
Zhang, Yu - In: Finance research letters 21 (2017), pp. 21-25
Persistent link: https://www.econbiz.de/10011807275
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Equity option implied probability of default and equity recovery rate
Chang, Bo Young; Orosi, Greg - In: The journal of futures markets 37 (2017) 6, pp. 599-613
Persistent link: https://www.econbiz.de/10011950847