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Equity risk premium puzzle : the case of Indian stock market
Rajhans, Rajni Kant - In: The IUP journal of applied finance : IJAF 21 (2015) 3, pp. 50-56
Persistent link: https://www.econbiz.de/10011480737
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Equity Risk Premium Puzzle : Case of Indian Stock Market
Rajhans, Rajni Kant - 2015
Equity has always remained an instrument of long term wealth creation. India being a developing nation with low average …
Persistent link: https://www.econbiz.de/10013027602
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Essays on asset pricing, investor preferences, and derivative markets
Koëter, Joren - 2021
Persistent link: https://www.econbiz.de/10012627384
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Long-run risks and risk compensation in equity markets
Bansal, Ravi - In: Handbook of the equity risk premium, (pp. 167-193). 2008
Persistent link: https://www.econbiz.de/10003598610
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Long-run risks and risk compensation in equity markets : discussion
Heaton, John - In: Handbook of the equity risk premium, (pp. 194-198). 2008
Persistent link: https://www.econbiz.de/10003598611
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Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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Strategic risk factors for Indian stock markets
Srivastava, Aman; Gupta, Prashant; Gupta, Rakesh - In: Theoretical economics letters 7 (2017) 6, pp. 1687-1701
Persistent link: https://www.econbiz.de/10011776563
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Does behavioural risk explain the value premium? : a study of Indian equity market
George, Saji; Suresh, P. Srinivasa - In: International Journal of Financial Markets and … 8 (2022) 3, pp. 205-222
Persistent link: https://www.econbiz.de/10013255826
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Size and Value Premiums in the Indian Stock Market
Aziz, Tariq - 2015
The poor empirical record of the CAPM paved the way towards the development of multi-factor asset pricing models. The … market during the sample period. The three-factor model performs better than the CAPM, as the GRS test is unable to reject it …
Persistent link: https://www.econbiz.de/10013031649
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Changes in risk and asset prices
Schlesinger, Harris; Gollier, Christian - 2001
We examine asset prices in a representative-agent model of general equilibrium. Assuming only that individuals are risk averse, we determine conditions on the changes in asset risk that are both necessary and sufficient for the asset price to fall. We show that these conditions neither imply,...
Persistent link: https://www.econbiz.de/10011398103