is conditionally priced in European equity returns using a strongly balanced quarterly panel of 238 firms from the MSCI …

-form expressions for the risk-free rate, equity return moments, and the variance risk premium deliver a sufficient-statistics, block … equity crashes, while detection-error probabilities discipline the size of the entropic tilt, thereby pinning down curvature … model matches the high equity premium and low real risk-free rate with modest curvature and generates realistic crash …

Can idiosyncratic risk explain the equity premium? We revisit this question using a novel measure of imperfect risk …

This study quantifies Lithuania's Equity Risk Premium (ERP) by integrating Damodaran's country-risk premium (CRP … yields an implied cost of equity of 9.84%, corresponding to an ERP of 5.84% above a 4.00% U.S. risk-free rate. Our OLS … policymakers and investors operating in structurally constrained equity markets. …

Prior empirical studies suggest that technical indicators may contain information useful for predicting the equity … technical indicators enhance the predictability of the equity market risk premium. Using monthly data from October 2000 to … forecasting accuracy for the Korean equity market risk premium. …

This working paper assesses the economic impact of EIF-supported equity investments in the Lower Mid-Market (LMM …,700 investee firms with a matched control group to isolate the effects of private equity financing backed by the EIF. The findings …