Search Results - subject:"ASSET PRICING"

Higher order expectations, learning, and sentiment pricing dynamics

Li, Jinfang - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10015359880

Give me a break : what does the equity premium compensate for?

Perras, Patrizia Julia; Wagner, Niklas F. - In: Journal of international financial markets, … 99 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015405681

Emergence and evolution of financial economics

Šlampiaková, Lea - In: Ekonomické rozhl'ady 54 (2025) 1, pp. 1-19

This paper aims to deliver a comprehensive analysis of the theories and concepts that have formed the foundational link between two separate academic fields: finance and economics, resulting in the emergent field of financial economics. The main schools of thought can be divided, with a...

Persistent link: https://www.econbiz.de/10015418664

An information-theoretic asset pricing model

Ghosh, Anisha; Julliard, Christian; Taylor, Alex P. - In: Journal of financial econometrics 23 (2025) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10015339156

Factors relevance in asset pricing : new evidences in emerging markets from random matrix theory

Molero-González, Laura; Trinidad Segovia, Juan Evangelista - In: Economics and Business Letters : EBL 14 (2025) 2, pp. 75-87

Persistent link: https://www.econbiz.de/10015437925

Rare disasters, tail aversion, and asset pricing puzzles

Meyerheim, Gerrit - 2025

-based asset pricing model with CRRA utility to jointly address the equity premium and risk-free rate puzzles. The model delivers …

Persistent link: https://www.econbiz.de/10015547439

Unravelling cross-sectional patterns in cryptocurrencies : a four-factor asset pricing model

Ali, Asgar; Peng, Sanshao; Shams, Syed - In: China Accounting and Finance Review 27 (2025) 4, pp. 493-519

composition of asset pricing factors for a better explanation of cross-sectional variability in cryptocurrency returns.The study … employ a well-established multifactor asset pricing methodology aimed at proposing an improved composition of cryptocurrency … response to these insights, the study introduces a novel four-factor asset pricing model, comprising the crypto market factor …

Persistent link: https://www.econbiz.de/10015467543

Do optimistic portfolios outperform pessimistic portfolios : evidence from textual sentiment

Seetharam, Yudhvir; Nyakurukwa, Kingstone - In: Economics letters 242 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015079993

Green and brown returns in a production economy

Jaccard, Ivan; Kockerols, Thore; Schüler, Yves - 2025

Does it pay to invest in green companies? In countries where a market for carbon is functioning, such as those within the European Union, our findings suggest that it should be beneficial. Using a sample of green and brown European firms, we initially demonstrate that green companies have...

Persistent link: https://www.econbiz.de/10015339635

The fundamental theorem of asset pricing with and without transaction costs

Kühn, Christoph - In: Mathematical finance : an international journal of … 35 (2025) 2, pp. 567-609

Persistent link: https://www.econbiz.de/10015359132