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subject:"United Kingdom"
~accessRights:"restricted"
~subject:"CAPM"
~subject:"Liquidity"
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Search: subject_exact:"Equity risk premium"
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United Kingdom
CAPM
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Managing and Measuring Risk:Emerging Global Standards and Regulations After the Financial Crisis
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ECONIS (ZBW)
1,009
RePEc
17
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1
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10
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1,026
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1
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
Saved in:
2
Endogenous discounting, investment and asset pricing
Niu, Yingjie
;
Zhao, Siqi
;
Zou, Zhentao
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 644-650
Persistent link: https://www.econbiz.de/10014253253
Saved in:
3
Controlled currency regime and pricing of exchange rate risk : evidence from China
Hua, Xiuping
;
Huang, Wei
;
Jiang, Ying
- In:
Journal of accounting, auditing & finance : JAAF
37
(
2022
)
1
,
pp. 39-76
Persistent link: https://www.econbiz.de/10012794264
Saved in:
4
The asset-pricing implications of carbon risk in Korea
Park, Dojoon
;
Lee, Jiyoon
;
Park, Hyejin
- In:
Journal of international financial management & accounting
35
(
2024
)
1
,
pp. 7-35
Persistent link: https://www.econbiz.de/10014472371
Saved in:
5
The time secret of Chinese A-share systematic risk : overnight and intraday
Liu, Weiqi
;
Wen, Zuojun
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10014444350
Saved in:
6
Systematic COVID risk, idiosyncratic COVID risk and stock returns
Wan, Xiaoyuan
;
Zhang, Jiachen
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014445525
Saved in:
7
Downside liquidity risk premium : from the perspective of higher moment
Hou, Yuting
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014445603
Saved in:
8
The ICAPM and empirical pricing factors : a simulation study
Kwon, Ji Ho
;
Sohn, Bumjean
- In:
Finance research letters
60
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490205
Saved in:
9
Stable paretian distribution, return generating processes and habit formation : the implication for equity premium puzzle
Fu, Qi
;
So, Jacky C.
;
Li, Xiaotong
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491994
Saved in:
10
Risk premiums from temperature trends
Gregory, Richard P.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 505-525
Persistent link: https://www.econbiz.de/10014492235
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