Results 101 to 110 of about 273,667 (338)
Some solutions to the equity premium and volatility puzzles [PDF]
In this paper, I adopt an economic equilibrium model utilizing the framework introduced by Mehra and Prescott (1985) when they presented the equity premium puzzle. This model, in the long run and with respect to stationary probabilities, produces results
Li, Jinlu
core +1 more source
Assessing the relation between equity risk premium and macroeconomic volatilities in the UK [PDF]
, 2008 This paper uses the exponential GARCH-in-mean model to analyse the relationship between the equity risk premium and macroeconomic volatility. This premium depends upon conditional volatility, which is significantly affected by the long bond yield, acting
Kizys, Renatas, Spencer, P.
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Despite rapid growth in gender lens investing (GLI), substantial variation remains in how gender lens equity funds (GLEFs) integrate gender equality criteria into investment strategies. We map a universe of 43 GLEFs and develop a framework capturing gender equality screening breadth and accountability depth (fund‐level disclosure and ...
Freyja Vilborg Thorarinsdottir +3 more
wiley +1 more source
Simultaneous determination of market value and risk premium in the valuation of firms [PDF]
Valuing a firm using the discounted cash flow method (DCF) requires the joint determination of the market value of its equity (MVE) together with the equity risk premium (ERP) the firm should earn, since the latter is part of the discount rate used in ...
Stefan Lutz
core
Does ESG Performance Reduce Default Risk in Insurance Firms? Evidence From Life and Non‐Life Sectors
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines whether environmental, social, and governance performance is associated with lower default risk in European insurance firms, and whether the strength of this association differs between life and non‐life business models.
S. Miani, M. Mantovani, E. Palmieri
wiley +1 more source
Deposit Insurance Pricing in Iranian Banks (Case Study of Persian, Kar Afarin and Eqtesad Novin Banks) [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2011 Deposit insurance is a type of shelter for banks depositors. The main purpose of this system is stabilization of financial market and providing a situation that small and fragile bank and deposit institutions can survive in credit market.
Reza Talebloo
doaj
The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy [PDF]
We argue that the equity premium puzzle may be explained by the fact that most market participants (equity investors, investment banks, analysts, companies¿) do not use standard theory (such as a standard representative consumer asset pricing model) for ...
Aguirreamalloa, Javier +2 more
core
Intraday Functional PCA Forecasting of Cryptocurrency Returns
Journal of Forecasting, EarlyView.ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source
PERFORMANCE OF LEADING FAMILY BUSINESSES IN THE GROUP OF EMERGING COMPANIES IN HUNGARY [PDF]
Annals of the University of Oradea: Economic Science, 2018 The study was carried out with help of HAS-BBS Macroeconomic Sustainability Research Group and BBS Corporation Analysis Center. Abstract: The main purpose of the study is to analyze the significance of family businesses within the group of emerging ...
Andrea Rozsa +3 more
doaj
Comparison of Crypto-Assets Market Risk Proxies
Nauki o Finansach, 2021 In early 2021, the cryptoasset market capitalization exceeded $1.5 trillion, and there were more than 300 exchanges in the world where over 8,000 tokens could be traded. As part of research related to mature segments of the financial market (e.g.
Aleksander Mercik, Daniel Cupriak
doaj