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Equity risk premium puzzle : the case of Indian stock market

Rajhans, Rajni Kant - In: The IUP journal of applied finance : IJAF 21 (2015) 3, pp. 50-56

Persistent link: https://www.econbiz.de/10011480737

Multifactor consumption based asset pricing models using the US stock market as a reference : evidence from a panel of developed economies

Hunter, John; Wu, Feng - In: Economic modelling 36 (2014), pp. 557-565

Persistent link: https://www.econbiz.de/10010416359

Do the size, value, and momentum factors drive stock returns in emerging markets?

Cakici, Nusret; Tang, Yi; Yan, An - In: Journal of international money and finance 69 (2016), pp. 179-204

Persistent link: https://www.econbiz.de/10011711908

Portfolio formation using the Fama-French five-factor model with modification of a profitability variable : an empirical study on the Indonesian stock exchange

Hapsari, C.; Wasistha, Gede Harja - In: Competition and cooperation in economics and business : …, (pp. 83-88). 2018

Persistent link: https://www.econbiz.de/10011948781

Equity risk premium and time horizon : what do the US secular data say?

Prat, Georges - In: Economic modelling 34 (2013), pp. 76-88

Persistent link: https://www.econbiz.de/10010361599

Phase transition in the S&P stock market

Raddant, Matthias; Wagner, Friedrich - In: Journal of economic interaction and coordination : JEIC 11 (2016) 2, pp. 229-246

Persistent link: https://www.econbiz.de/10011700964

Habits die hard : implications for bond and stock markets internationally

Nitschka, Thomas; Satkurunathan, Shajivan - 2021

This paper assesses whether the global fall in inflation expectations together with increased fear of recession, the economic mechanism that drives asset prices in a model with consumption habits, help to explain the downward trajectory in nominal government bond yields and the stock price...

Persistent link: https://www.econbiz.de/10013327990

Research on the application of Fama-French five-factor model in American stock market before and during the COVID-19 pandemic

Zhang, Shu - In: Proceedings of the 5th International Conference on …, (pp. 358-367). 2022

Persistent link: https://www.econbiz.de/10013350115