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Internationalization and the evolution of corporate valuation
Levine, Ross; Schmukler, Sergio L. - 2005
Persistent link: https://www.econbiz.de/10002527199
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Investor overreaction, cross-sectional dispersion of firm valuations, and expected stock returns
Jiang, Danling (contributor) - 2006
Persistent link: https://www.econbiz.de/10003340368
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Do stock price movements reveal profit dissipation? : An investigation of the gold mining industry
Borenstein, Severin; Farrell, Joseph - 1999
Persistent link: https://www.econbiz.de/10001379646
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The China-U.S. Equity Valuation Gap
Bekaert, Geert; Ke, Shuojia; Zhang, Xiaoyan - 2021
Before 2009, the market average price earnings ratio of Chinese firms is significantly higher than that of the U.S. firms, while after 2009, the valuation gap reverses. Using data from 1995 to 2018, we examine the dynamics and sources of valuation differentials between comparable Chinese and...
Persistent link: https://www.econbiz.de/10013243320
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Marketability discount in various economic environments : comparison of developed and emerging markets on the example of the USA and Poland
Pastusiak, Radosław; Keller, Jakub; Radke, Michał - In: Journal of risk and financial management : JRFM 13 (2020) 6/132, pp. 1-15
developed and emerging markets in the example of the United States of America (USA) and Poland. According to the hypothesis put … 200 IPOs in Poland and 1200 IPOs in the USA. The study used an analysis of the statistical differences between the groups … and emerging markets in the example of the United States of America (USA) and Poland. According to the hypothesis put …
Persistent link: https://www.econbiz.de/10012309139
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International stock return predictability under model uncertainty
Schrimpf, Andreas (contributor) - 2008
This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...
Persistent link: https://www.econbiz.de/10003728591
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
Persistent link: https://www.econbiz.de/10003880587
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...
Persistent link: https://www.econbiz.de/10003889148
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...
Persistent link: https://www.econbiz.de/10003898817
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Time to buy or just buying time? : the market reaction to bank rescue packages
King, Michael R. - 2009
Persistent link: https://www.econbiz.de/10003939773