Results 11 to 20 of about 216,288 (309)
Required Market Risk Premium among countries in 2012
Journal of Finance and Data Science, 2015 This paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2012 for 82 countries. We got 7192 answers for 93 countries, but we only report the results for 82 countries with more than 5 answers.
Pablo Fernandez +2 more
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Evaluating the effect of accruals quality, investments anomaly and quality of risk on risk premium (return) of stock of listed companies in Tehran Stock Exchange [PDF]
Problems and Perspectives in Management, 2016 Nowadays, reaching to economic goals in any society requires public participation, which is only the result of people participation. Investment in stock market is one of people participation methods.
Seyed Kazem Ebrahimi +2 more
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Demography and Equity Premium [PDF]
SSRN Electronic Journal, 2008 This article comprises a tractable two-generations-overlapping, stochastic, neoclassical production economy, where government bonds are in positive net supply. In this framework we show that the entrance of larger (smaller) cohorts into the labor market will lead to an increase (decrease) in the risky and the riskless rate and to an increase (decrease)
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The Fundamental Equity Premium and Ambiguity Aversion in an International Context
Risks, 2018 Stocks are riskier than bonds. This causes a risk premium for stocks. That the size of this premium, however, seems to be larger than risk aversion alone can explain the so-called “equity premium puzzle”.
Minh Hai Ngo +2 more
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The equity premium: A puzzle [PDF]
Journal of Monetary Economics, 1985 Abstract Restrictions that a class of general equilibrium models place upon the average returns of equity and Treasury bills are found to be strongly violated by the U.S. data in the 1889–1978 period. This result is robust to model specification and measurement problems. We conclude that, most likely, an equilibrium model which is not an Arrow-Debreu
R. Mehra, E. Prescott
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Research on the Correlation between Equity Premium, Investors’ Disappointment and Disgust Psychology [PDF]
SHS Web of ConferencesAs China continues to develop, the A-share market will also encounter certain problems during its development process. This study focuses on the phenomenon of equity premium in the Chinese A-share market, and explores in depth the correlation between ...
Chen Pengyi
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Ambiguity and the Historical Equity Premium [PDF]
SSRN Electronic Journal, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Collard, Fabrice +3 more
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ESTIMATING EQUITY RISK PREMIUM: THE CASE OF GREATER CHINA
Buletin Ekonomi Moneter dan Perbankan, 2019 The expected equity risk premium is a key input of many asset prcing models in nance. There exist a number of methods to estimate the risk premium. It is also well documented that the risk premium is time-varying.
Jie Zhu
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Bagging Constrained Equity Premium Predictors [PDF]
, 2014 AbstractThe literature on excess return prediction has considered a wide array of estimation schemes, among them unrestricted and restricted regression coefficients. We consider bootstrap aggregation (bagging) to smooth parameter restrictions. Two types of restrictions are considered: positivity of the regression coefficient and positivity of the ...
Hillebrand, Eric +2 more
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Sources of Return in the Index Futures Markets
Contemporary Economics, 2011 The paper concerns an issue of existence of a risk premium in equity and index futures markets. The paper consists of four parts. The first part describes the basic hypotheses of forward curves in the futures market.
Adam Zaremba
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