variables. The first article analyses the effect of monetary policy on the term structure of stock market risk premia. The … results show that monetary policy affects risk premia differently at different discounting horizons. Monetary policy easing … lowers the short-horizon premia and raises the long-horizon premia. The effect on the average risk premium is positive. The …

, improved efficiency, reduced risk, and better response to the customers’ needs due to new products, services or processes. On …

Personal stress has an enormous impact on organizational and employee performance. This book introduces the web …

test criteria in identifying true asset pricing factors. We focus on the Sharpe ratio and pricing performance improvement …. While both criteria are exposed to model misspecification, we find that pricing performance criteria are inferior as their … performance is driven by estimation bias. Through an empirical application, we demonstrate the impact of the criteria on the …