Determinants of stock market volatility and risk premia
type: Item
instance of: scholarly article
title: Determinants of stock market volatility and risk premia
zbMATH Open document ID: 1233.91326
author: Mordecai Kurz
author: Hehui Jin
author: Maurizio Motolese
published in: Annals of Finance
publication date: 2012-03-05T00:00:00Z
full work available at URL: http://hdl.handle.net/10807/14230
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6012181
zbMATH Keywords: market states of beliefs
zbMATH Keywords: market volatility
zbMATH Keywords: equity risk premium
zbMATH Keywords: riskless rate
zbMATH Keywords: over confidence
zbMATH Keywords: heterogeneous beliefs
zbMATH Keywords: rational belief
zbMATH Keywords: optimism
zbMATH Keywords: pessimism
zbMATH Keywords: empirical distribution
MaRDI profile type: Publication
OpenAlex ID: W2063481177
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DOI: 10.1007/S10436-004-0004-5
description: scientific article; zbMATH DE number 6012181