Browsing Publications Hosted at Saint Mary’s by Subject "Risk-return relationships"

Browsing Publications Hosted at Saint Mary’s by Subject "Risk-return relationships"

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    Are U.S. variables good predictors of foreign equity risk premiums? 
    Cleary, Sean; Schmitz, John J. (Atlantic Schools of Business, 1998)
    We demonstrate that U.S. information variables provide statistically relevant information above and beyond an identical set of local information variables in the formation of international conditional expected returns. ...

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    Investigating the puzzling intertemporal market risk-return relationship 
    Guedhami, Omrane; Sy, Oumar (Atlantic Schools of Business, 1999)
    This paper investigates the conflicting results documented by the existing empirical literature on the intertemporal relationship between the expected market risk premium and the conditional market variance. We show that ...

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