✦ LIBER ✦

The market price of risk and the equity premium: A legacy of the Great Depression?

✍ Scribed by Timothy Cogley; Thomas J. Sargent

Book ID: 113725898
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 331 KB
Volume: 55
Category: Article
ISSN: 0304-3932
DOI: 10.1016/j.jmoneco.2008.01.006

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Equity Market Risk Premium and the V

The Equity Market Risk Premium and the Valuation of Overseas Investments

✍ Luc Soenen; Robert Johnson 📂 Article 📅 2008 🏛 John Wiley and Sons ⚖ 586 KB

Handbook of the Equity Risk Premium || F

Handbook of the Equity Risk Premium || Financial Markets and the Real Economy

✍ Cochrane, John H. 📂 Article 📅 2008 🏛 Elsevier 🌐 English ⚖ 662 KB

Edited by Rajnish Mehra, this volume focuses on the equity risk premium puzzle, a term coined by Mehra and Prescott in 1985 which encompasses a number of empirical regularities in the prices of capital assets that are at odds with the predictions of standard economic theory.

Market efficiency, asset returns, and th

Market efficiency, asset returns, and the size of the risk premium in global equity markets

✍ Ravi Bansal; Christian Lundblad 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 424 KB

The cost of equity capital and the risk

The cost of equity capital and the risk premium on equities

✍ Scott, M. FG. 📂 Article 📅 1992 🏛 Taylor and Francis Group 🌐 English ⚖ 832 KB

THE PRICE OF RISK IN THE SOUTH AFRICAN E

THE PRICE OF RISK IN THE SOUTH AFRICAN EQUITY MARKET

✍ Nicholas Lawrence Samouilhan 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 136 KB

Asset Pricing, Higher Moments, and the M

Asset Pricing, Higher Moments, and the Market Risk Premium: A Note

✍ R. Stephen Sears and K. C. John Wei 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 120 KB