Systematic Risk Factors, Macroeconomic Variables, and Market Valuation Ratios

Systematic Risk Factors, Macroeconomic Variables, and Market Valuation Ratios

Bibliographic Details
Main Author:	Merriman, Michael Lee
Language:	English
Published:	Kent State University / OhioLINK 2008
Subjects:	Finance HML SMB Risk Factors Macroeconomic Variables Market Valuation Ratios Interest Rate Components Default Premium Term Premium
Online Access:	http://rave.ohiolink.edu/etdc/view?acc_num=kent1224330564

Similar Items

An Empirical Research on the Relationship between Property Insurance Premiums and Macroeconomic Variables Based on ARDL Model
by: Guiyun You, et al.
Published: (2014-09-01)

Pengaruh Tingkat Bunga Terhadap Biaya
by: I Nyoman Widana
Published: (2012-11-01)

Essays on the term structure of interest rates
by: Aroskar, Nisha suhas
Published: (2003)

A systematic review of the determinants and the behaviour of equity risk premium
by: Chandorkar, Pankaj
Published: (2017)

A Comparative Study of CAPM and Seven Factors Risk Adjusted Return Model
by: Madiha Riaz Bhatti, et al.
Published: (2014-12-01)

Asymmetry and Risk Premia in the Brazilian Term Structure of Interest Rates
by: Marcelo Ganem, et al.
Published: (2011-06-01)

規模因子、淨值市價比因子與總體經濟訊息相互關係，並對台灣股票報酬的影響
by: 邱顯貴, et al.

Estimating Short run and Long run Coefficients of Fundamentals Factors with Growth and Momentum Factor: Evidence from Emerging Markets
by: Adnan Shoaib, et al.
Published: (2016-12-01)

The estimation of Iran’s macroeconomics instability index
by: Abdolmajid Ahangari, et al.
Published: (2014-05-01)

Essays in Empirical Asset Pricing:
by: Hasler, Mathias
Published: (2021)

The Effect of Systematic Default Risk on Credit Risk Premiums
by: Jungmu Kim
Published: (2019-10-01)

LEVERAGE, COST OF CAPITAL AND BANK VALUATION
by: FEDERICO BELTRAME, et al.
Published: (2018-06-01)

How does the six-factor model do in explaining the relationship between return and risk on the Indonesia stock exchange?
by: Claudia Florensia, et al.
Published: (2020-12-01)

PERBANDINGAN CAPITAL ASSET PRICING MODEL (CAPM) DAN THREE FACTORS MODEL FAMA AND FRENCH (TFMFF) DALAM MENGESTIMASI RETURN SAHAM
by: KADEK MIRA PITRIYANTI, et al.
Published: (2015-11-01)

Required Market Risk Premium among countries in 2012
by: Pablo Fernandez, et al.
Published: (2015-12-01)

Marine Insurance Liability: An Analysis of Mutuality vs. Fixed Premiums
by: Spadafora, Stacy E.
Published: (2014)

The significance and impact of the period 1989-1994 on the United Kingdom General Insurance Market
by: Watson, Alan Barry
Published: (2002)

What Drives Long Term Real Interest Rates in Brazil?
by: Adonias Evaristo da Costa Filho
Published: (2017-01-01)

Essays in Financial Economics
by: Li, Kai
Published: (2013)

Management of interest rate risk
by: Šabović Šerif
Published: (2014-01-01)

Utvärdering av CAPM och Fama & French-trefaktormodellen : en studie på den svenska marknaden
by: Hajric, Amina, et al.
Published: (2017)

The Effect of Macroeconomic Variables on Market Risk Premium : Study of Sweden, Germany and Canada
by: Tahmidi, Arad, et al.
Published: (2011)

Legal aspects of the insurance premium
by: Schulze, W. G. (Wilhelm Georg)
Published: (2015)

Legal aspects of the insurance premium
by: Schulze, W. G. (Wilhelm Georg)
Published: (2015)

Quantifying the Variance Risk Premium in VIX Options
by: Hogan, Reed M
Published: (2011)

Valuation of Government Bonds: the Exchange Rate Is an Important Aspect
by: Blanka Francová
Published: (2017-01-01)

Consumption-based macroeconomic models of asset pricing theory
by: Đorđević Marija
Published: (2016-01-01)

Why liquidity interventions are they optimal in the case of Morocco for financial stability?
by: Abouch MOHAMED, et al.
Published: (2014-03-01)

PENGARUH PERUBAHAN SUKU BUNGA TERHADAP PERHITUNGAN PREMI NETO TAHUNAN ASURANSI KESEHATAN INDIVIDU
by: YOGI PRADIPTA, et al.
Published: (2013-08-01)

The anomalous forward premium of EUR/RSD exchange rate
by: Božović Miloš, et al.
Published: (2015-01-01)

Three essays on financial macroeconomics
by: Saunders, Drew Donald
Published: (2008)

Valuation in High Growth Markets: Capturing Country Risk in the Cost of Equity Capital
by: Soeriowardojo, Gino Thomas
Published: (2010)

Relevância de Prêmio por Risco País no Custo de Capital das Empresas
by: Antonio Zoratto Sanvicente
Published: (2015-05-01)

[en] INTERNATIONAL RESERVES AND THE EQUITY PREMIUM
Published: (2021)

The Effect of Macroeconomic Variables on Stock Market Returns in Ghana (2000-2013)
by: Barnor, Charles
Published: (2014)

Utility-based Futures Contract Pricing under Stochastic Interest Rate, Appreciation Rate and Dividend Yield
by: Liu, Cheng
Published: (2010)

Foreign Exchange Rate Futures Trends: Foreign Exchange Risk or Systematic Forecasting Errors?
by: Marcelo Cunha Medeiros, et al.
Published: (2006-12-01)

What About Short Run?
by: Xu, Lai
Published: (2014)

Kredi Temerrüt Swapları İle Vade Farklarından Kaynaklanan Risk Primleri Arasındaki İlişki: Türkiye Üzerine Bir Uygulama(The Relationship between Credit Default Swaps and Risk Premiums due to Maturity Differences: A Turkish Case)
by: Hilmi Tunahan, et al.
Published: (2018-12-01)

The Determinants of Sovereign Risk Premium in African Countries
by: Jane Mpapalika, et al.
Published: (2019-02-01)