Speculative and non-speculative equity premia
Year of publication: |
2024
|
---|---|
Authors: | Ghazi, Soroush ; Schneider, Mark ; Dorobiala, Zachary |
Subject: | Equity premium puzzle | Mispricing | Sentiment | Time-varying expected returns | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | CAPM | Equity-Premium-Puzzle | Spekulation | Speculation | Börsenkurs | Share price | Theorie | Theory |
-
Li, Kai, (2023)
-
Bear beta or speculative beta? : reconciling the evidence on downside risk premium
Wang, Tong, (2023)
-
Asthana, Vinay, (2013)
- More ...
-
Market Risk and Speculation Factors
Ghazi, Soroush, (2022)
-
Market Sentiment and the Sharpe Ratio : A Prospect Theory Approach
Ghazi, Soroush, (2020)
-
An empirical study of the sentiment capital asset pricing model
Ghazi, Soroush, (2020)
- More ...