Disaster risk and equity premium in China

被引：0
|
作者：
School of Economics, Xiamen University, Xiamen [1 ]
361005, China
不详 [2 ]
264005, China
机构：
来源：
Xitong Gongcheng Lilum yu Shijian | 1600年 / 11卷 / 2764-2777期
关键词：
Compilation and indexing terms; Copyright 2024 Elsevier Inc;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Financial markets - Costs - Investments - Commerce - Risk perception
引用
收藏
相关论文
共 50 条
  • [1] Isolating the disaster risk premium with equity options
    Horvath, Jaroslav
    [J]. JOURNAL OF EMPIRICAL FINANCE, 2019, 51 : 138 - 148
  • [2] Rare disaster risk and the expected equity risk premium
    Berkman, Henk
    Jacobsen, Ben
    Lee, John B.
    [J]. ACCOUNTING AND FINANCE, 2017, 57 (02): : 351 - 372
  • [3] The equity premium in China
    Huang, Ping
    Zhou, Zhong-Qiang
    Zhang, Wei
    [J]. APPLIED ECONOMICS LETTERS, 2020, 27 (13) : 1112 - 1118
  • [4] THE EQUITY RISK PREMIUM - A SOLUTION
    RIETZ, TA
    [J]. JOURNAL OF MONETARY ECONOMICS, 1988, 22 (01) : 117 - 131
  • [5] Idiosyncratic risk and the equity premium
    Carvajal, Andres
    Zhou, Hang
    [J]. JOURNAL OF MATHEMATICAL ECONOMICS, 2024, 113
  • [6] Handbook of the Equity Risk Premium
    Rzepczynski, Mark S.
    [J]. FINANCIAL ANALYSTS JOURNAL, 2010, 66 (02) : 75 - 76
  • [7] Measuring the equity risk premium
    P Best
    A Byrne
    [J]. Journal of Asset Management, 2001, 1 (3) : 245 - 256
  • [8] Explaining the equity risk premium
    Lungu, Laurian
    Minford, Patrick
    [J]. MANCHESTER SCHOOL, 2006, 74 (06): : 670 - 700
  • [9] An analysis of the equity risk premium
    Rakesh Bali
    Hany Guirguis
    [J]. Journal of Asset Management, 2003, 4 (5) : 348 - 360
  • [10] The Equity Risk Premium Controversy
    Jones, Charles P.
    Wilson, Jack W.
    [J]. JOURNAL OF INVESTING, 2005, 14 (02): : 37 - 43
12345