Determinants of stock market volatility and risk premia (Q665536): Difference between revisions

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Latest revision as of 23:51, 4 July 2024

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Determinants of stock market volatility and risk premia
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    Determinants of stock market volatility and risk premia (English)
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    5 March 2012
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    market states of beliefs
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    market volatility
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    equity risk premium
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    riskless rate
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    over confidence
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    heterogeneous beliefs
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    rational belief
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    optimism
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    pessimism
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    empirical distribution
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