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Discovering the fundamentals of Turkish housing market: a price convergence framework

Özgüler, İsmail Cem; Büyükkara, Z. Göknur; … - In: International Journal of Housing Markets and Analysis 16 (2022) 1, pp. 116-145

Purpose The purpose of this study is to determine the Turkish housing price and rent dynamics among seven big cities with a unique monthly data set over 2003–2019. The secondary purpose is to examine bubble dynamics within the price convergence framework through alternative tests....

Persistent link: https://www.econbiz.de/10014778221

Option‐implied betas and the cross section of stock returns

Harris, Richard D. F.; Li, Xuguang; Qiao, Fang - In: Journal of Futures Markets 39 (2018) 1, pp. 94-108

Persistent link: https://www.econbiz.de/10012082131

A component Markov regime‐switching autoregressive conditional range model

Harris, Richard D. F.; Mazibas, Murat - In: Bulletin of Economic Research 74 (2021) 2, pp. 650-683

Persistent link: https://www.econbiz.de/10012634530

Ambiguity aversion and stock market participation : an empirical analysis

Antoniou, Constantinos; Harris, Richard D. F.; Zhang, Ruogu - In: Journal of banking & finance 58 (2015), pp. 57-70

Persistent link: https://www.econbiz.de/10011543887

Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?

Bulkley, George; Harris, Richard D. F.; Nawosah, Vivekanand - In: Journal of banking & finance 58 (2015), pp. 179-193

Persistent link: https://www.econbiz.de/10011543972

Portfolio optimization with behavioural preferences and investor memory

Harris, Richard D. F.; Mazibas, Murat - In: European journal of operational research : EJOR 296 (2022) 1, pp. 368-387

Persistent link: https://www.econbiz.de/10012820175

A component Markov regime-switching autoregressive conditional range model

Harris, Richard D. F.; Mazibas, Murat - In: Bulletin of economic research 74 (2022) 2, pp. 650-683

Persistent link: https://www.econbiz.de/10013188740

Systematic extreme downside risk

Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist - In: Journal of international financial markets, … 61 (2019), pp. 128-142

Persistent link: https://www.econbiz.de/10012128287

The dynamic Black-Litterman approach to asset allocation

Harris, Richard D. F.; Stoja, Evarist; Tan, Linzhi - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1085-1096

Persistent link: https://www.econbiz.de/10011695536

Model-based earnings forecasts vs. financial analysts' earnings forecasts

Harris, Richard D. F.; Wang, Pengguo - In: The British accounting review : the journal of the … 51 (2019) 4, pp. 424-437

Persistent link: https://www.econbiz.de/10012058779