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Martin Rohleder
In the mutual fund literature, it is an established fact that investors ?chase past performance?. However, the opposite impact of flows on performance is widely discussed. Mainly, liquidity costs are held responsible for short-term erosion of performance...
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Adam Zaremba
Pág. 18 - 36
The study concentrates on the benefits of passive commodity investments in the context of the phenomenon of financialization. The research investigates the implications of increase in the correlation coefficients between equity and commodity investments ...
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Antonio Zoratto Sanvicente
Pág. 1 - 12
The paper reports the availability of equity market and government bond indices for the 1950-1967 in Brazil, before the introduction of the Bovespa index. Nominal monthly returns are computed, and the historical market risk premium is determined. A 1.86%...
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Jun Jiang,Komain Jiranyakul
Pág. 113 - 121
The Study collects panel data of listed firms in New York Stock and Shanghai Stock Exchanges during 1992 to 2008. The data are used to perform panel regression estimates for firms in each stock market. The main purpose is to compare the decision on divid...
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Jesse de Beer
AbstractThe concept of an equity risk premium (ERP) is fundamental to modern financial theory and central to every decision at the heart of corporate finance. Efforts to quantify ERP are well rewarded by insights into the stability and dynamics of long-t...
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