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Deriving equity risk premium using dividend futures

Časta, Martin - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013449236

Risk and return of short-duration equity investments

Cejnek, Georg; Randl, Otto - In: Journal of empirical finance 36 (2016), pp. 181-198

Persistent link: https://www.econbiz.de/10011662843

Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions

Vincent-Humphreys, Rupert de; Noss, Joseph - 2012

Persistent link: https://www.econbiz.de/10009559811

Forward-looking information on growth and uncertainty implied by derivative securities : evidence from an emerging market

Yen, Yu-min - In: International review of economics & finance : IREF 62 (2019), pp. 240-266

Persistent link: https://www.econbiz.de/10012205548

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

The pricing of digital art

Chen, Yi-Hsuan; Kräussl, Roman; Verwijmeren, Patrick - 2023

The intersection of recent advancements in generative artificial intelligence and blockchain technology has propelled digital art into the spotlight. Digital art pricing recognizes that owners derive utility beyond the artwork's inherent value. We incorporate the consumption utility associated...

Persistent link: https://www.econbiz.de/10014455255