Found 139 results for your keywords: subject="Premium"
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Asosiasi antara Ukuran Kota dan Pendapatan Perempuan di Indonesia = Association Between City Size…

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(Omas Bulan Samosir (Pembimbing/Promotor)) (Prani Sastiono (Penguji)) (Dwini Handayani (Penguji)) (Zhalza Septya Dewi)

Ambiguity Aversion and Asset Prices in Production Economies

1
(Jahan-parvar, Mohammad R.) (Liu, Hening)

Estimating the Equity Risk Premium: The Case of Greater China

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(Zhu, Jie)

Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium

1
(Christopher S. Jones) (Jefferson Duarte) (Junbo L. Wang)

UTAUT dan In-App Purchase : Mengungkap Faktor yang Mendorong Pengguna Beralih ke Versi Premium pa…

1
(Gita Gayatri (Pembimbing/Promotor)) (Karto Adiwijaya (Penguji)) (Imam Salehudin (Penguji)) (Diyanti Pratiwi)

Pengaruh Social Media Marketing Activities Terhadap Consumer Behavior Intention Melalui Mediasi P…

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(Gita Gayatri (Pembimbing/Promotor)) (Imam Salehudin (Penguji)) (Hapsari setyowardhani (Penguji)) (Keisha Kresno Mukti)

How Do Financial Constraints Affect Product Pricing? Evidence from Weather and Life Insurance Pre…

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(Shan Ge)

Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options

1
(Neil D. Pearson) (Dmitriy Muravyev) (Joshua M. Pollet)

International Yield Curves and Currency Puzzles

1
(Mikhail Chernov) (Drew Creal)

Mediasi purchase engagement pada pengaruh customization, identification with virtual community, d…

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(Imam Salehudin (Pembimbing/Promotor)) (T. Ezni Balqiah (Penguji)) (Gita Gayatri (Penguji)) (Faisal Arief Kamil)

Beta and returns revisited evidence from the German stock market

1
(Elsas, Ralf) (El-Shaer, Mahmoud) (Theissen, Erik)

Aggregate Idiosyncratic Volatility

1
(Bekaert, Geert) (Robert, J. Hodrick) (Xiaoyan Zhang)

International Stock Return Predictability: What Is Role of the United States?

1
(Rapach, David E.) (Strauss, Jack K.) (Zhou Guofu)

Uncertainty, Time-Varying Fear, and Asset Prices

1
(Drechsler, Itamar)

Ambiguous information, portfolio inertia, and excess volatility

1
(Illeditsch, Philipp Karl)

Tails, fears, and risk premia

1
(Bollerslev, Tim) (Todorov, Viktor)

Long-run stockholder consumption risk and asset returns

1
(Moskowitz, Tobias J.) (Malloy, Christopher J.) (Vissing-Jorgensen, Annette)

A Habit-based explanation of the exchange rate risk premium

1
(Verdelhan, Adrien)

Using survey data to correct the bias in policy expectations extracted from Fed funds futures

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(Ichiue, Hibiki) (Yuyama, Tomonori)

Model misspecification, the equilibrium natural interest rate, and the equity premium

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(Tristani, Oreste)
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