๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Determination of Risk Premiums and the Integration of the Canadian and American Stock Markets

โœ Scribed by Benoit Carmichael

Book ID
125000782
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
524 KB
Volume
29
Category
Article
ISSN
0008-4085

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

The stock market premium, production, an
The stock market premium, production, and relative risk aversion: A generalization
โœ Jaeho Cho ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 246 KB

This article shows that disentangling risk aversion and intertemporal substitution does not affect the result of Benninga and Protopapadakis (1991) that the risk premium in a complete market may well be negatively related with risk aversion.