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Author : Saad Alshammari
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.7/5 (87 download)
Download or read book Essays on Empirical Asset Pricing in Saudi Arabia written by Saad Alshammari and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kodjo Mawuelona Apedjinou
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ISBN 13 :
Total Pages : 123 pages
Book Rating : 4.:/5 (254 download)
Download or read book Essays in Empirical Asset Pricing written by Kodjo Mawuelona Apedjinou and published by . This book was released on 2005 with total page 123 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sungjun Cho
Publisher :
ISBN 13 : 9780549054023
Total Pages : 158 pages
Book Rating : 4.0/5 (54 download)
Download or read book Essays in Empirical Asset Pricing written by Sungjun Cho and published by . This book was released on 2007 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation consists of two chapters, all of which attempt to shed some light on what constitutes the time-varying risk premia in financial markets. The first chapter demonstrates that monetary policy shocks identified from New-Keynesian dynamic stochastic general equilibrium (DSGE) models explain the risk premia in stock markets. Indeed, the implied ICAPMs explain the value and the industry premia for the periods of 1980 to 2004. In particular, the permanent monetary policy shocks to inflation target capture the value premium and part of industry risk premium once I account for the capital market imperfection endogenously in New-Keynesian models. The shocks to investment technology, as a main determinant of the external finance premium, are also important for understanding the value premium.
Author : Ziye Nie
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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (14 download)
Download or read book Essays in Empirical Asset Pricing written by Ziye Nie and published by . This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Junyan Shen
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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (14 download)
Download or read book Essays on Empirical Asset Pricing written by Junyan Shen and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Liang Zhang
Publisher :
ISBN 13 :
Total Pages : 206 pages
Book Rating : 4.:/5 (663 download)
Download or read book Two Essays on Empirical Asset Pricing written by Liang Zhang and published by . This book was released on 2008 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alexander Wilhelm Boquist
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ISBN 13 :
Total Pages : 77 pages
Book Rating : 4.:/5 (781 download)
Download or read book Essays in Empirical Asset Pricing written by Alexander Wilhelm Boquist and published by . This book was released on 2011 with total page 77 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Daniel Robert Smith
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ISBN 13 :
Total Pages : 109 pages
Book Rating : 4.:/5 (852 download)
Download or read book Essays in Empirical Asset Pricing written by Daniel Robert Smith and published by . This book was released on 2003 with total page 109 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Usman Ali
Publisher :
ISBN 13 :
Total Pages : 216 pages
Book Rating : 4.:/5 (645 download)
Download or read book Essays in Empirical Asset Pricing written by Usman Ali and published by . This book was released on 2009 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Krista Schwarz
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ISBN 13 :
Total Pages : 342 pages
Book Rating : 4.:/5 (73 download)
Download or read book Essays in Empirical Asset Pricing written by Krista Schwarz and published by . This book was released on 2010 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Li Gu
Publisher :
ISBN 13 :
Total Pages : 190 pages
Book Rating : 4.:/5 (714 download)
Download or read book Essays in Empirical Asset Pricing written by Li Gu and published by . This book was released on 2006 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Roméo Tédongap
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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (37 download)
Download or read book Three Essays in Empirical Asset Pricing written by Roméo Tédongap and published by . This book was released on 2008 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Haidong Cai
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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (126 download)
Download or read book Essays in Empirical Asset Pricing written by Haidong Cai and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Y. Wang
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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (135 download)
Download or read book Essays in Empirical Asset Pricing written by Y. Wang and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Martin Lenz
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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (11 download)
Download or read book Essays on Empirical Asset Pricing written by Martin Lenz and published by . This book was released on 2017* with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Aleksandra Anna Rzeźnik
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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (989 download)
Download or read book Ph.D.-serie written by Aleksandra Anna Rzeźnik and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tianyu Wang
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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (119 download)
Download or read book Essays in Empirical Asset Pricing written by Tianyu Wang and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
