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Anomalias en los mercados de valores : repaso de sus causas

Fernández González, Esteban - In: Boletín de estudios económicos 54 (1999), pp. 519-536

Persistent link: https://www.econbiz.de/10001494027

Model error

Simons, Katerina Victorovna - In: New England economic review (1997), pp. 17-28

Persistent link: https://www.econbiz.de/10001233591

The detection of nonstationarity in the market model

Burnett, John E. - In: Quarterly journal of business and economics : QJBE 35 (1996) 1, pp. 36-50

Persistent link: https://www.econbiz.de/10001202406

Volatility forecasting using options : models and evidence

Park, Tong-kyu - In: Kyŏngje-yŏn'gu 14 (1993) 1, pp. 251-290

Persistent link: https://www.econbiz.de/10001161987

Discrete-time models of bond pricing

Backus, David; Foresi, Silverio; Telmer, Chris I. - 1998

Persistent link: https://www.econbiz.de/10000998132

Conditioning variables and the cross section of stock returns

Ferson, Wayne E.; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1325-1360

Persistent link: https://www.econbiz.de/10001395766

Equity Premium Puzzle or Faulty Economic Modelling?

Shirvani, Abootaleb - 2020

In this paper, we revisit the equity premium puzzle reported in 1985 by Mehra and Prescott. We show that the large equity premium that they report can be explained by choosing a more appropriate distribution for the return data. We demonstrate that the high-risk aversion value observed by Mehra...

Persistent link: https://www.econbiz.de/10012842459