PBubbles, Q-Bubbles, and Risk Premia
A new model links two types of bubbles to an equity's risk premium, showing that both bubbles are significant and crucial in understanding equity risk premium.
Featured in No. 89 on 20 Mar 2025 · 23 days after release
- Released
- 25 Feb 2025
- First featured
- No. 89 · 20 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 27
- Identifier
- SSRN 5152455
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).