Market Risk Premium Expectation: Combining Option Theory with Traditional Predictors
Author:
Publisher
Elsevier BV
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference47 articles.
1. Liquidity sentiments;V Asriyan;American Economic Review,2019
2. Validity, tightness, and forecasting power of risk premium bounds;K Back;Journal of Financial Economics,2022
3. Investor sentiment and the cross-section of stock returns;M Baker;Journal of Finance,2006
4. Recovery with applications to forecasting equity disaster probability and testing the spanning hypothesis in the treasury market;G Bakshi;Journal of Financial and Quantitative Analysis,2022
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