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The Risk Premium Factor - A New Model for Understanding the Volatile Forces that Drive Stock Prices + Website

it The Risk Premium Factor presents and proves a radical new theory that explains the stock market, offering a quantitative explanation for;

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The Equity Risk Premium

equity risk premium analysis can tell us about whether stock prices are high or low, whether the stock market itself may have changed, and;

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Essays in Financial Economics

Paris Bourse with the four-factor model, exploring how the fifth factor, investment risk premium, benefits the French stock market in comparison;

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Value Stocks Beat Growth Stocks

related studies for the German stock market. He gives a detailed description of the empirical analysis before he draws his conclusions. The;

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The Missing Risk Premium

Risk is the deviation from the consensus rather than an exposure to a covariance, and this implies there is no risk premium in general. It;

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Financial Markets and the Real Economy

learn about the risks of recessions and depressions than by understanding the prices of assets such as stocks that carry macroeconomic risks;

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Handbook of the Equity Risk Premium

Edited by Rajnish Mehra, this volume focuses on the equity risk premium puzzle, a term coined by Mehra and Prescott in 1985 which;

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Understanding the Oil price-Stock market return nexus

approaches. In the first chapter, we test for the existence of this underlying relationship based on a new wavelet approach. The second chapter;

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Stock Price Dynamics for Stock Prices in Nairobi Stock Exchange

so that they can make meaningful decision. We use one of the tests known as of Dickey-Fuller Test for unit root in a simple regression model;

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The Economics of Financial Markets

is studied in a variety of contexts, including the APT model of asset prices. Methods for the empirical evaluation of CAPM and APT are also discussed;

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Investor Overreaction

that markets incorporate new information in asset prices in a timely fashion and without bias. However, a stream of empirical evidence over the;

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Financial Asset Pricing

In finance, the capital asset pricing model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset;

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Financial Times Guide To Making The Right Investment Decisio

you understand the factors that drive long term wealth creation as well as highlighting the key risks that lead to value being destroyed;

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The Informational Role of Prices

information in securities markets.Grossman elaborates a new model of economic equilibrium that casts a dual role for prices both as;

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Mastering Strategic Risk

The modern business climate demands a new risk management strategy Mastering Strategic Risk: A Framework for Leading and Transforming;

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The Stock Market Game

that affect stock prices; a minisimulation that can be completed in 1 week; and a longer simulation that follows the real stock market for;

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General Equilibrium Option Pricing Method

result, investors require more jump risk premium which generates a pronounced volatility smirk. Second, based on the general equilibrium;

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Variations in Risk Aversion

functions from a ten years sample of daily option and stock market prices. Moreover, we construct a time series of the absolute risk aversion, and;

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Stock Market Crashes

rise in prices followed by a steep fall. The focus is on determining if a bubble actually exists, on models to predict stock market declines;

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Linear and Nonlinear Relationship between Stock Prices and Dividends

dividends. Our results suggest that there is a long-run nonlinear relationship between stock prices and dividends. We found that present value model;

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Liquidity and Asset Prices

evidence on the liquidity premium for stocks, bonds, and other financial assets.;

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The Volatility Course

Tom Gentile provide readers with a deeper understanding of market volatility and the forces that drive it. They develop a comprehensive road;

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The Volatility Course

Tom Gentile provide readers with a deeper understanding of market volatility and the forces that drive it. They develop a comprehensive road;

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The Heston Model and Its Extensions in VBA + Website

writing style that is clear, concise, transparent and easy to understand. For better pricing accuracy, The Heston Model and Its Extensions in VBA;

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A New Model of Capital Asset Prices

This book proposes a new capital asset pricing model dubbed the ZCAPM that outperforms other popular models in empirical tests using US;

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Estimation of the Expected Market Risk Premium for Corporate Valuations

The expected market risk premium (MRP) is a crucial parameter for corporate valuations using risk-adjusted discount rates. Despite its;

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The Equity Risk Premium

This book aims to create a strong understanding of the empirical basis for the equity risk premium. Through the research and anaylsis;

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