Results 21 to 30 of about 293 (163)
The Equity Premium Puzzle: Analysis in Brazil after the Real Plan [PDF]
BAR: Brazilian Administration Review, 2013 Our paper investigates whether there is evidence of an Equity Premium Puzzle (EPP) in Brazil, applying two different methodologies. The EPP was identified by Mehra and Prescott (1985) since the Consumption Capital Asset Pricing Model (CCAPM), when ...
Fábio Augusto Reis Gomes +2 more
doaj
Revista Produção Online, 2012 O Equity-Premium Puzzle (EPP) tem sido muito estudado desde a publicação do trabalho de Mehra e Prescott (1985), em que o valor do prêmio de risco no mercado acionário Norte-Americano não pode ser verificado no contexto dos paradigmas de economia e ...
Carlos Patricio Samanez +1 more
doaj +1 more source
Equity Premium Puzzle in Tehran Stock Exchange: stochastic dominance approach [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2013 شاخص ماهیانه بازار سهام تهران در بازهی زمانی ماه اول سال 1380 تا ابتدای ماه دوم سال 1391، دارای رشد میانگین حسابی 155 درصد بوده است، این درحالی است که بازدهی سپردهی سرمایهگذاری 5 ساله 25درصد در سال بوده است.
Gholamreza Keshavarz Haddad +1 more
doaj
How can states benefit from the equity premium puzzle? Debt as revenue source for Swiss cantons
Swiss Journal of Economics and Statistics, 2019 This paper addresses the question of the optimal debt level of a state (canton) that issues new bonds and subsequently invests the borrowed capital.
Ramon Christen, Nils C. Soguel
doaj +1 more source
Agribusiness, EarlyView.ABSTRACT The origin of a product, if associated with good quality, can contribute to building a positive collective reputation, leading to a potential price premium. However, it is conceivable that a producer markets a product by evoking symbols, images, words, and values typical of places other than where it was designed or produced, creating a ...
Annalisa Caloffi +2 more
wiley +1 more source
Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums
Journal of Futures Markets, EarlyView.ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley +1 more source
Sustainable Work and Employment in Social Care: New Challenges, New Priorities
Human Resource Management, EarlyView.ABSTRACT Human Resource Management (HRM) research focused on social care is sparse. This gap is surprising given the scale of the social care workforce in many countries, its vital role in meeting the increasingly complex needs of vulnerable community groups, and the persistent challenges in recruiting and retaining staff.
Ian Kessler +4 more
wiley +1 more source
Preference for consumption predictability and the equity premium puzzle
International Review of Economics & FinanceThis paper provides a solution to the equity premium puzzle. We modify the standard constant relative risk aversion utility function by assuming that the representative consumer also has a preference for consumption predictability.
Steven P. Cassou, Jesús Vázquez
doaj +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the relationship between economic policy uncertainty, risk aversion, and investors' attention for 15 equity indices across Asia, Europe, and North America. Our empirical results indicate that both risk aversion and economic uncertainty significantly increase the Google Search Volume across all equity indices.
Stephanos Papadamou +2 more
wiley +1 more source
Occupational choice and the private equity premium puzzle [PDF]
Journal of Economic Dynamics and Control, 2003 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hintermaier, Thomas, Steinberger, Thomas
openaire +4 more sources