Excess returns determination: empirical evidence from Canada

Article Abstract:

An analysis of asset price behavior is presented. The analysis focuses on risky assets and their corresponding risk premiums while applying data from Canada's Toronto Stock Exchange. It is assumed that risk influences the level of excess return for an asset. It is shown that the proposed model allows the development and application of nonexpected utility functions. In addition, favorable results are still derived despite imperfect instrument choice.

Canada, Risk assessment, Economic aspects

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How big is the speculative component in Australian share prices?

Article Abstract:

The authors separate share prices into real prices and speculative components, finding that the speculative component is about 10%.

Australia, Commodity & service prices, Company pricing policy

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Exchange rate regimes and stock return volatility: some evidence from Asia's silver era

Article Abstract:

The impact of currency changes upon stock returns is examined in this study of several Asian economies from 1873-1941.

Asia, Foreign exchange, Foreign exchange rates

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