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Towards a deeper comprehension of unlevered betas in emerging markets : Gordon and a regression stock valuation model

Arana Barbier, Pablo José - In: International journal of economic policy in emerging … 17 (2023) 4, pp. 586-599

Persistent link: https://www.econbiz.de/10014340073

Segmented arbitrage

Siriwardane, Emil N.; Sunderam, Adi; Wallen, Jonathan L. - 2023

Persistent link: https://www.econbiz.de/10014468055

Essays on asset pricing, investor preferences, and derivative markets

Koëter, Joren - 2021

Persistent link: https://www.econbiz.de/10012627384

A linkage between the financial and the real economy

Rey, Sebastián Alejandro - In: Annals of financial economics 17 (2022) 3, pp. 1-33

Persistent link: https://www.econbiz.de/10013367641

Asset price shocks and inflation in the Finnish economy

Koivisto, Tero - 2024

This study aims to explore the extent to which changes in wealth contributes to inflation utilizing a highly flexible non-Gaussian SVAR framework which minimizes the risk of distributional misspecification. We employ narrative sign restrictions to label the asset price shock and leverage the...

Persistent link: https://www.econbiz.de/10014573996

Smart rebalancing

Arnott, Robert D.; Li, Feifei; Linnainmaa, Juhani - In: Financial analysts journal : FAJ 80 (2024) 2, pp. 26-51

Persistent link: https://www.econbiz.de/10014576170

Robust control and CAPMs under a quadratic model with inflation-deflation risk

Batbold, Bolorsuvd; Kikuchi, Kentaro; Kusuda, Koji - 2024

Persistent link: https://www.econbiz.de/10014549675

Fake news and asset price dynamics

Mignot, Sarah; Pellizzari, Paolo; Westerhoff, Frank H. - 2024

We explore the impact of fake news on asset price dynamics within the asset-pricing model of Brock and Hommes (1998 …

Persistent link: https://www.econbiz.de/10014631654

Market power and systematic risk

Hollstein, Fabian; Prokopczuk, Marcel; Würsig, … - In: Financial management : FM 53 (2024) 2, pp. 233-266

Persistent link: https://www.econbiz.de/10014543720

Stock return prediction with multiple measures using neural network models

Wang, Cong - In: Financial innovation : FIN 10 (2024), pp. 1-34

In the feld of empirical asset pricing, the challenges of high dimensionality, non-linear relationships, and … intricate relationship between factor models, stock returns, and macroeconomic conditions in the domain of empirical asset … pricing. …

Persistent link: https://www.econbiz.de/10014548175

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