Time-varying Risk Premia and the Cross Section of Stock Returns

Time-varying Risk Premia and the Cross Section of Stock Returns
Author :
Publisher :
Total Pages : 0
Release :
ISBN-10 : OCLC:50853659
ISBN-13 :
Rating : 4/5 ( Downloads)
DOWNLOAD EBOOK
Book Synopsis Time-varying Risk Premia and the Cross Section of Stock Returns by : Hui Guo

Download or read book Time-varying Risk Premia and the Cross Section of Stock Returns written by Hui Guo and published by . This book was released on 2002 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Time-varying Risk Premia and the Cross Section of Stock Returns Related Books

Time-varying Risk Premia and the Cross Section of Stock Returns
Language: en
Pages: 0

Time-varying Risk Premia and the Cross Section of Stock Returns

Authors: Hui Guo
Categories: Stocks
Type: BOOK - Published: 2002 - Publisher:

DOWNLOAD EBOOK

Strategic Asset Allocation
Language: en
Pages: 272

Strategic Asset Allocation

Authors: John Y. Campbell
Categories: Business & Economics
Type: BOOK - Published: 2002-01-03 - Publisher: OUP Oxford

DOWNLOAD EBOOK

Academic finance has had a remarkable impact on many financial services. Yet long-term investors have received curiously little guidance from academic financial
Time-Varying Inflation Risk and Stock Returns
Language: en
Pages: 104

Time-Varying Inflation Risk and Stock Returns

Authors: Martijn Boons
Categories:
Type: BOOK - Published: 2019 - Publisher:

DOWNLOAD EBOOK

We show that inflation risk is priced in stock returns and that inflation risk premia in the cross-section and the aggregate market vary over time, even changin
Financial Markets and the Real Economy
Language: en
Pages: 117

Financial Markets and the Real Economy

Authors: John H. Cochrane
Categories: Business & Economics
Type: BOOK - Published: 2005 - Publisher: Now Publishers Inc

DOWNLOAD EBOOK

Financial Markets and the Real Economy reviews the current academic literature on the macroeconomics of finance.
Moment Risk Premia and the Cross-Section of Stock Returns
Language: en
Pages: 41

Moment Risk Premia and the Cross-Section of Stock Returns

Authors: Richard D. F. Harris
Categories:
Type: BOOK - Published: 2018 - Publisher:

DOWNLOAD EBOOK

We investigate the determinants of moment risk premia (MRP) and their relationship with stock returns. Stocks with high beta, idiosyncratic volatility and maxim