FactorsPricing errorMarket risk premiumData snoopingData miningThis paper considers which factors are worthy of inclusion in asset‐pricing models for Australian equity returns at daily and monthly frequencies. We utilise the recently developed methodology of Harvey and Liu (2020) to employ a ...
Di Iorio and Faff (2002), using three versions of CAPM (a two-factor version, a zero-beta version and an orthogonalized version), reported that exchange rate risk was not priced in the Australian equity market during the full sample period of 1988–1998. However, some evidence of exchange ...
Based on a sample of 29 NYSE-listed oil companies covering the period 1970–1978, they found that the oil price risk premium was highly unstable. Specifically, in the period immediately following the OPEC oil price shock of 1973, equity returns of domestic oil producers and large multinationals...
GEAR | A complete BetaShares Geared Australian Equity Fund (Hedge Fund) exchange traded fund overview by MarketWatch. View the latest ETF prices and news for better ETF investing.
This study investigates the explanatory power of Chinese economic variables on Australian and New Zealand equity returns. Results suggest that Chinese economic variables have significant explanatory power for both market-level and industry-level portfolio returns. Our results are robust when using the prin...
Slug country_equity_risk_premium 数据类型 数目 格式 文字 默认期限 当期 套餐 免费 欲查看所支持的财务指标的完整列表,请参阅完整指标列表。 相似的指标 查看完整列表 在估值这一类指标中,与股权风险溢价(经营活动所在国家及地区)相似的包括: 市值/远期FFO - 指股票投资者愿意为一股公司股票支付的预期经营所得现...
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Return on Equity -496.04% Return on Assets -69.88% More On Profitability » Momentum Capital Structure Market Cap $29.03M Total Debt $13.72M Cash $1.47M Other $1.21M Enterprise Value $42.53M Trading Data Volume 8,305 Average Volume (3 months) ...
AUD/USD: Interim top confirmed, 0.7000 at riskPremium The AUD/USD pair kept falling in the last few days, reaching a fresh multi-week low of 0.7263 on Friday, to close the trading week a handful of pips above it. Read full analysis ...
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