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Journal of Financial Economics, Volume 143, Issue 3, March 2022, Pages 1344 Zhenzhen Fan, Juan M. Londono, Xiao XiaoView PDFAbstract We find that an option-based equity tail risk factor is priced in the cross section of currency returns; more exposed currencies offer a low risk premium be...
asnoted in a reportby researchers at the University of Westminster. The growing disparity between students who can afford premium AI services and those who cannot creates an uneven playing field, where academic success may be influenced by financial resources rather than merit. ...
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While Mag 7 relative valuations have receded since last quarter, we believe this group still appears to trade at a 28% premium to its theoretically justifiable price-to-book valuation relative to the expected next-12-month return on equity (see the right side of figure 6). ...
Market risk premium is similar to the β coefficient of the capital asset pricing model, and its explanatory power is around 70%. The Fama-French three-factor model improves the explanatory power to 90%. The model of Hypothesis 1 and Hypothesis 2 is represented as equation (2). The α ...
Last year’s series of disturbing shocks to the global economy and to the willingness of global investors to take on risk were particularly unkind to the equity markets of the so-call BRICs, the four largest emerging-market economies: Brazil, Russia, India, and China. The combined equity mark...
(Delfim & Hoesli,2019; Platanakis et al.,2019), risk (Arnold et al.,2019), and the role of education ties in driving returns (Fuchs et al.,2022). In addition, researchers have explored the investor side of private equity by looking at the various types of investments and exploring ...
We analyzed More than 100 Indian companies reporting to CDP for the period 2019 to 2022 by employing Univariate and bivariate portfolio analysis. The results signify that there was a carbon risk premium during the period 2018 to 2020. However, regarding 2020鈥 2022, the result confirms the ...
JPMorgan Equity Premium Income ETF JEPI | Active ETF $57.27 $38 B 8.27% $4.74 0.35% JEPI - Profile Distributions YTD Total Return 0.2% 3 Yr Annualized Total Return 6.5% 5 Yr Annualized Total Return N/A Capital Gain Distribution Frequency N/A Net Income Ratio 8.89% DIVIDEN...