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A theoretical analysis of the liquidity risk premium embedded in the prices of voting and non voting stocks

Beiner, Nicole; Gibson, Rajna - 1995

Persistent link: https://www.econbiz.de/10000934004

Broussard, John Paul - 2019

suggests that superior voting class shares should trade at premium over the economic shares. We revisit the dual-class share …

Persistent link: https://www.econbiz.de/10012891689

Time-variation of dual-class premia

Broussard, John Paul; Vaihekoski, Mika - In: Nordic journal of business : NJB 71 (2022) 1, pp. 26-50

Persistent link: https://www.econbiz.de/10013327281

Estimating the cost of equity and equity risk-premia of Canadian firms

Athanassakos, George - In: Multinational finance journal : MF ; quarterly … 1 (1997) 3, pp. 229-254

Persistent link: https://www.econbiz.de/10001436150

Informational asymmetry and market imperfections : another solution to the equity premium puzzle

Zhou, Chunsheng - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 445-464

Persistent link: https://www.econbiz.de/10001436377

Allais theory offers explanation for equity premium puzzle

Golob, John E. - In: Economic and environmental risk and uncertainty : new …, (pp. 89-108). 1997

Persistent link: https://www.econbiz.de/10001321861

Where is he market going? : Uncertain facts and novel theories

Cochrane, John H. - In: Economic perspectives 21 (1997) 6, pp. 3-37

Persistent link: https://www.econbiz.de/10001230153

Wechselkursrisikoprämien bei der Aktienbewertung : eine empirische Untersuchung

Himmel, Holger - 2003 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001825889

A novel equity valuation and capital allocation model for use by long-term value-investors

Rajaratnam, Myuran; Rajaratnam, Bala; Rajaratnam, Kanshukan - In: Journal of banking & finance 49 (2014), pp. 483-494

Persistent link: https://www.econbiz.de/10010509259

Analysing assets' performance inside a portfolio : from crossed beta to the net risk premium ratio

Bosch-Badia, Maria-Teresa; Montllor i Serrats, Joan; … - In: Cogent economics & finance 5 (2017) 1, pp. 1-23

This paper is focused on enlarging the performance inside a portfolio that provides the Treynor ratio by relating portfolio weights with performance indicators. Intuition suggests that the higher the weight of an asset, the higher should be its expected performance. These weights, and the...

Persistent link: https://www.econbiz.de/10011877322