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Triumph of the optimists : 101 years of global investment returns

Dimson, Elroy; Marsh, Paul; Staunton, Mike - 2002

.K., Japan, France, Germany, Canada, Italy, Spain, Switzerland, Australia, the Netherlands, Sweden, Belgium, Ireland, Denmark …

Persistent link: https://www.econbiz.de/10014488074

Triumph of the optimists : 101 years of global investment returns

Dimson, Elroy; Marsh, Paul; Staunton, Mike - 2002 - 1. ed.

Persistent link: https://www.econbiz.de/10001635057

A general approach to recovering market expectations from futures prices with an application to crude oil

Baumeister, Christiane; Kilian, Lutz - 2016

Futures markets are a potentially valuable source of information about price expectations. Exploiting this information has proved difficult in practice, because time-varying risk premia often render the futures price a poor measure of the market expectation of the price of the underlying asset....

Persistent link: https://www.econbiz.de/10011434566

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

A general approach to recovering market expectations from futures prices with an application to crude oil

Baumeister, Christiane; Kilian, Lutz - 2014

Futures markets are a potentially valuable source of information about market expectations. Exploiting this information has proved difficult in practice, because the presence of a timevarying risk premium often renders the futures price a poor measure of the market expectation of the price of...

Persistent link: https://www.econbiz.de/10010409922