Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity
Author:
Affiliation:
1. School of Economics, Finance & Marketing Royal Melbourne Institute of Technology (RMIT University) Australia
2. School of Business Economics and Information Systems at the University of Passau Germany
Publisher
Wiley
Subject
Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/abac.12250
Reference50 articles.
1. Illiquidity and stock returns: cross-section and time-series effects
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4. Measuring Economic Policy Uncertainty*
5. Is There an Intertemporal Relation between Downside Risk and Expected Returns?
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