equity-premium

Here are 3 public repositories matching this topic...

thiago-os / Dissecting

Code to generate all tables and figures of "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios", Critical Finance Review (forthcoming).

machine-learning asset-pricing predictability return-forecast out-of-sample equity-premium book-to-markets

Updated Sep 1, 2021
Jupyter Notebook

Giftyy / Regression-in-R

Star

The Impact of Sectoral Risk Premium and Macroeconomic Indicators on the Equity Risk Premia of U.S. Financial Stocks.

stocks financial-data macroeconomics risk-premium equity-premium

Updated Nov 3, 2022

Reckziegel / nefin

Star

NEFIN datasets in R

brazil equity capm risk-premium equity-premium

Updated Jan 5, 2024
R

Improve this page

Add a description, image, and links to the equity-premium topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the equity-premium topic, visit your repo's landing page and select "manage topics."

Learn more

Provide feedback

Saved searches

Use saved searches to filter your results more quickly