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An examination of predictable risk and return in UK stock returns
Fletcher, Jonathan - In: Journal of economics & business 53 (2001) 6, pp. 527-546
Persistent link: https://www.econbiz.de/10001620379
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Macroeconomic forces, systematic risk, and financial variables : an empirical investigation
Young, Saul David (contributor) - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 559-564
Persistent link: https://www.econbiz.de/10001119155
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Die fundamentale Analyse und Prognose des Marktrisikos deutscher Aktien
Steiner, Manfred - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 44 (1992) 4, pp. 347-368
Persistent link: https://www.econbiz.de/10001120904
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Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng; Chang, Xiaoming - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
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Future realized return, firm-specific risk and the implied expected return
Wang, Pengguo - In: Abacus : a journal of accounting, finance and business … 54 (2018) 1, pp. 105-132
Persistent link: https://www.econbiz.de/10011965532
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Beta forecasting at long horizons
Cenesizoglu, Tolga; Ribeiro, Fabio de Oliveira Ferrazoli; … - In: International journal of forecasting 33 (2017) 4, pp. 936-957
Persistent link: https://www.econbiz.de/10011746930
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Measuring global and country-specific uncertainty
Ozturk, Ezgi O.; Sheng, Xuguang - 2017
Motivated by the literature on the capital asset pricing model, we decompose the uncertainty of a typical forecaster … into common and idiosyncratic uncertainty. Using individual survey data from the Consensus Forecasts over the period of … 1989-2014, we develop monthly measures of macroeconomic uncertainty covering 45 countries and construct a measure of global …
Persistent link: https://www.econbiz.de/10011748782
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Expected returns and risk in the stock market
Brennan, Michael J.; Taylor, Alex P. - In: Journal of empirical finance 72 (2023), pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
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Historical and Siegel Estimates of the Market Risk Premium in New Zealand
Marsden, Alastair - Victoria Business School, Victoria University of Wellington - 2005
Slides by Associate Professor Alastair Marsden of the Business School at the University of Auckland, presented Historical and Siegel Estimates of the Market Risk Premium in New Zealand at the half-day Regulatory Cost of Capital II: What is the Market Risk Premium?
Persistent link: https://www.econbiz.de/10011199550
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Prices, fundamental values and learning
Berardi, Michele - 2015
Persistent link: https://www.econbiz.de/10011413220