Life Insurer Cost of Equity with Asymmetric Risk Factors

Author:

Bajtelsmit Vickie L.1,Villupuram Sriram V.2,Wang Tianyang1

Affiliation:

1. Colorado State University

2. University of Texas at Arlington

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Reference53 articles.

1. Ammar , S.B. M. Eling A. Milidonis 2014 Asset pricing of financial institutions: The cross-section of expected insurance stock returns Working paper

2. Order flow, transaction clock, and normality of asset returns;Ané;The Journal of Finance,2000

3. Downside risk;Ang;Review of Financial Studies,2006

4. The role of product and brand perceptions in stock investing, effects on investment considerations, optimism and confidence;Aspara;Journal of Behavioral Finance,2013

5. The relationship between return and market value of common stocks;Banz;Journal of Financial Economics,1981

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