Results 141 to 150 of about 273,667 (338)
EQUITY Premium Puzzle in a Data-Rich Environment [PDF]
Standard consumption-based asset pricing models focus on the consumption risk, seen as the only source of fluctuations and information about risk for the informed investor.
Bouaddi, Mohammed, Douch, Mohamed
core +1 more source
Does the Stock Market\u27s Equity Risk Premium Respond to Consumer Confidence or Is It the Other Way Around? [PDF]
, 2012 The increase in the equity risk premium during the 2007- 2009 Great Recession and the aging of the baby boomers in the United States have led analysts and financial industry experts to believe that risk aversion among stock investors has moved to a more ...
Chowdhury, Abdur, Mendelson, Barry K.
core +1 more source
Profit With Purpose: How CSR Fuels UK SMEs' Success
Strategic Change, EarlyView.ABSTRACT Corporate social responsibility (CSR) has become an essential strategy for firms, particularly small and medium‐sized enterprises (SMEs), to enhance their social impact and secure long‐term financial sustainability. This study explores the relationship between CSR investments and financial performance in UK listed SMEs from 2021 to 2024 ...
Renato Pereira +3 more
wiley +1 more source
A Note on the McGrattan and Prescott (2003) Adjustments and the Equity Premium Puzzle [PDF]
McGrattan and Prescott (2003) argue that the average equity premium is less than one percent when the annual data used in the computation are adjusted in certain ways: equity returns reduced by subtracting diversification costs and taxes on dividend ...
Selahattin Imrohoroglu
core
People and Nature, EarlyView.Abstract The drivers of consumer demand for bushmeat are relatively well studied in tropical forest systems, but much less so in savanna areas. This is important because differing ecological and socio‐economic conditions lead to different factors affecting the relationship between local communities and their natural resources.
Hannah N. K. Sackey +3 more
wiley +1 more source
Rare disaster risk and the expected equity risk premium
, 2017 H. Berkman, B. Jacobsen, John B. Lee
semanticscholar +1 more source
New Forecasts of the Equity Premium [PDF]
If investors are myopic mean-variance optimizers, a stock's expected return is linearly related to its beta in the cross section. The slope of the relation is the cross-sectional price of risk, which should equal the expected equity premium.
Christopher Polk +2 more
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Journal of Field Robotics, EarlyView.ABSTRACT Personal autonomous vehicles can sense their surrounding environment, plan their route, and drive with little or no involvement of human drivers. Despite the latest technological advancements and the hopeful announcements made by leading entrepreneurs, to date no personal vehicle is approved for road circulation in a “fully” or “semi ...
Xingshuai Dong +13 more
wiley +1 more source
World Equity Premium Based Risk Aversion Estimates [PDF]
The equity premium puzzle holds that the coefficient of relative risk aversion estimated from the consumption based CAPM under power utility is excessively high. Moreover, estimates in the literature vary considerably across countries.
Casper De Vries +2 more
core
Sustainable Development, EarlyView.ABSTRACT The 2020–2024 period marks a pivotal era in sustainable development, characterized by significant regulatory developments, including the EU Corporate Sustainability Reporting Directive (CSRD), the International Sustainability Standards Board standards, and the introduction of mandatory ESG reporting requirements worldwide. This review examines
Jiyeon Kim, Wooyoung Yang
wiley +1 more source