This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper …. The paper specifies and tests a housing asset pricing model (H-CAPM), whereby expected returns of metropolitan … by examining the impact of additional risk factors including aggregate stock market returns, idiosyncratic risk, momentum …

; Spread Decomposition Models ; Adverse Selection Risk …

This paper examines the evidence regarding predictability in the market risk premium using artificial neural networks … paper is the inclusion of the South African market risk premium to the forecasting exercise and its direct comparison with … US forecasting results. The market risk premium is defined as the expected rate of return on the market portfolio in …