Examining the Equity Premium Puzzle in Iran: A Practical Approach Using a Dynamic Stochastic General Equilibrium Model [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2023 The equity premium is obtained from the difference between the return on the risky stock asset and the return on the risk-free asset; the failure of financial theory to explain high equity premium is known as the equity premium puzzle.
Sahar Zare Joneghani +3 more
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The Equity Risk Premium Puzzle in Pakistan
Market Forces, 2021 Our study uses the consumption-based asset-pricing power utility model to test the Equity Risk Premium (ERP) puzzle in Pakistan. The study has collected monthly stock price data from July 1997 to December 2017 from the PSX data portal.
Ali Sajid +3 more
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Risk Premium for Loss of Employment in Polish Regions
Zeszyty Naukowe Wyższej Szkoły Finansów i Prawa w Bielsku-Białej, 2016 On the basis of the income-based valuation method of intellectual capital of the region in the previous papers, the author discovers a need for a valuation of the risk premium which should be included in the rate that discounts income from work ...
Jan Ostoj
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Equity Premium Puzzle and Bubble Risk and Epstein- Zin Recursive Preferences Function in Iran’s Securities Market [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2017 The present study aims to interpret equity premium puzzle based on the bubble risk approach in Iran’s securities market for the period 1996:09-2016:10.
Madjid Hatefi Madjumerd +2 more
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Analysis the effect of market anomalies and growth options on stock return [PDF]
Journal of Asset Management and Financing, 2021 In financial markets, the effect of profitability anomaly, distress anomaly, lotterynees anomaly and idiosyncratic volatility have been investigated individually.
Alireza Jafari +2 more
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Equity-premium puzzle: evidence from Brazilian data
Economia Aplicada, 2006 Este trabalho usa dados brasileiros do período 1992:1-2004:2 e dois diferentes métodos (aproximação sob a hipótese de lognormalidade e calibração) para avaliar a existência de um "equity-premium puzzle" no Brasil.
Rubens Penha Cysne
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On the descriptive value of loss aversion in decisions under risk: Six clarifications [PDF]
Judgment and Decision Making, 2013 Previous studies of loss aversion in decisions under risk have led to mixed results. Losses appear to loom larger than gains in some settings, but not in others.
Eyal Ert, Ido Erev
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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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Risk Premium for Loss of Employment in Polish Regions [PDF]
Zeszyty Naukowe Wyższej Szkoły Finansów i Prawa w Bielsku-Białej, 2018 On the basis of the income-based valuation method of intellectual capital of the region in the previous papers, the author discovers a need for a valuation of the risk premium which should be included in the rate that discounts income from work ...
Jan Ostoj
doaj +1 more source
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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