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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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Asset pricing with free entry and exit of firms
Kaszab, Lorant; Marsal, Ales; Rabitsch, Katrin - 2022
Persistent link: https://www.econbiz.de/10013252613
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Equilibrium equity price with optimal dividend policy
Yamazaki, Akira - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
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Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
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Predicting returns on asset markets of a small, open economy and the influence of global risks
Haab, David R.; Nitschka, Thomas - 2017
Persistent link: https://www.econbiz.de/10011794321
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Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454
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Risk premiums in asset prices and returns : a comment on R.T. Baillie, "Econometric tests of rationality and market efficiency"
Backus, David K.; Gregory, Allan W. - 1988
Persistent link: https://www.econbiz.de/10000125030
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Are the dynamic linkages between the macroeconomy and asset prices time-varying?
Guidolin, Massimo; Ono, Sadayuki - In: Journal of economics & business 58 (2006) 5/6, pp. 480-518
Persistent link: https://www.econbiz.de/10003374308
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Three essays in financial economics
Ukhov, Andrey - 2003
Persistent link: https://www.econbiz.de/10003379200
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On the pricing of longevity-linked securities
Bauer, Daniel; Börger, Matthias; Ruß, Jochen - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 139-149
Persistent link: https://www.econbiz.de/10003953326