Beating the average : equity premium variations, uncertainty, and liquidity
Jonathan A. Batten, Harald Kinateder, and Niklas Wagner
| Year of publication: |
2022
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|---|---|
| Authors: | Batten, Jonathan A. ; Kinateder, Harald ; Wagner, Niklas F. |
| Published in: |
Abacus : a journal of accounting, finance and business studies. - Oxford : Wiley-Blackwell, ISSN 1467-6281, ZDB-ID 1480492-X. - Vol. 58.2022, 3, p. 567-588
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| Subject: | Certainty equivalent return | Equity premium prediction | Historical average | Liquidity | Out-of-sample forecasts | Uncertainty | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income | Liquidität | Risiko | Risk | CAPM | Portfolio-Management | Portfolio selection | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/abac.12250 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013396053