Canadian Excess Returns and State-Dependent Risk Aversion
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- ST-AMOUR, Pascal, 1995. "Canadian Excess Returns and State-Dependent Risk Aversion," Cahiers de recherche 9519, Université Laval - Département d'économique.
References listed on IDEAS
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More about this item
KeywordsCANADA; RISK AVERSION; SHARES;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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