Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Back to research

Market Return Decomposition and Equity Risk Premium Predictability

20260 citationsPreprintgreen Open Access

Authors

Yanyan Lin · Shanghai Jiao Tong University

Chongfeng Wu · Aetna (United States)

Guofu Zhou · Washington University in St. Louis

Shunwei Zhu · Shanghai Jiao Tong University

Topics & Keywords

Financial Markets and Investment Strategies Auditing, Earnings Management, Governance Corporate Finance and Governance

Publication Details

Published in: SSRN Electronic Journal

DOI: 10.2139/ssrn.6079327

Market Return Decomposition and Equity Risk Premium Predictability | Researchclopedia