ERM Resource |
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Corporate Governance and Equity Risk |
Corporate Governanceequity riskEquity RiskImplied VolatilityM&A Delay ProvisionsRegression Discontinuity Design |
ERM Resource |
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Investors' Risk Appetite and Global Financial Market Conditions |
Default Riskequity riskEquity RiskLiquidity RiskMarket RiskRisk appetiteVolatility risk |
ERM Resource |
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A wavelet-based assessment of market risk: The emerging markets case |
equity riskEquity RiskMarket risk; Variance; CAPM; Beta coefficient; Continuous wavelet transform; Emerging markets. |
ERM Resource |
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Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information |
AmbiguityAsset DynamicsAsset PricingBayesian inferenceCorrentropyequity riskEquity RiskUncertainty |
ERM Resource |
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Entropy-Based Financial Asset Pricing |
Asset PricingEntropyEquity Riskequity riskEquity RiskPortfolio theory |
ERM Resource |
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Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update |
cost of equityCrisisdefault spreadsEquity Riskequity riskEquity Risk PremiumsValuation |
ERM Resource |
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The Equity Risk Premium: Empirical Evidence from Emerging Markets |
Equity Premium Puzzleequity riskEquity RiskEquity Risk PremiumStock Market Returns |