Determinants of stock market volatility and risk premia (Q665536)
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scientific article; zbMATH DE number 6012181
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| English | Determinants of stock market volatility and risk premia |
scientific article; zbMATH DE number 6012181 |
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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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0.8325566053390503
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0.816453754901886
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0.7876306176185608
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0.7835848927497864
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