Mispricing or Risk Premium? An Explanation of the R&D-to-Market Anomaly
Jangwook Lee, Jiyoon Lee
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The Equity Premium and Risk-Free Rate Puzzles in a Turbulent Economy: Evidence from 105 Years of Data from South Africa [PDF]
This paper presents a detailed empirical examination of the South African equity premium; and a quantitative theoretic exercise to test the canonical inter-temporal consumption-based asset-pricing model under power utility.
Andrew van Biljon, Shakill Hassan
core +1 more source
Suicide risk among spouses of patients with dementia: a population-based cohort study. [PDF]
Yang HJ, Huang YH, Cheng WJ.
europepmc +1 more source
The risk premium for equity: implications for resource allocation, welfare and policy
Simon Grant, John Quiggin
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Pricing Interest-Rate Risk for Mortgage REITs [PDF]
Using tax-qualified mortgage REITs over three periods (1976-79, 1980-82, and 1983-90), this paper investigates the pricing of interest-rate risk for mortgage REITs at equilibrium.
James R. Webb, Youguo Liang
core
Redistributive effects of China's urban-rural resident basic medical insurance: a theoretical model and empirical analysis. [PDF]
Ji W, Chu F, Qin Y.
europepmc +1 more source
Investors demand carbon damage risk compensation in China. [PDF]
Lu Z, Zhang Y, Zhang Z.
europepmc +1 more source
Zero-premium Medicare Advantage plans: trends in areas with socioeconomic vulnerability and health needs. [PDF]
Jiang C +9 more
europepmc +1 more source
Monetary Convergence and Risk Premiums in the EU Accession Countries
Lucjan T. Orłowski
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