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High Idiosyncratic Volatility and Low Returns : International and Further U.S. Evidence

Ang, Andrew - 2008

Stocks with recent past high idiosyncratic volatility have low future average returns around the world. Across 23 developed markets, the difference in average returns between the extreme quintile portfolios sorted on idiosyncratic volatility is -1.31% per month, after controlling for world...

Persistent link: https://www.econbiz.de/10012464908

Capital and Wealth in the 21st Century

Weil, David N. - 2015

In Capital in the 21st Century, Thomas Piketty uses the market value of tradeable assets to measure both productive … capital and wealth. As a measure of wealth this is problematic because it ignores the value of human capital and transfer … assets. The approach also incorrectly identifies capital gains due to reduced discount rates as increases in the capital …

Persistent link: https://www.econbiz.de/10012457747

The target cash rate and its impact on investment asset returns in Australia

Diggle, Jenny; Brooks, Robert - In: Applied financial economics 17 (2007) 7/9, pp. 615-633

Persistent link: https://www.econbiz.de/10003491206

Dynamic interactions between private investment and the stock market : evidence from cointegration and error correction models

Laopodis, Nikiforos; Sawhney, Bansi L. - In: Applied financial economics 17 (2007) 4/6, pp. 257-269

Persistent link: https://www.econbiz.de/10003445977

Interest rate and stock return volatility indices for the Eurozone : investors' gauges of fear during the recent financial crisis

López, Raquel; Navarro, E. - In: Applied financial economics 23 (2013) 16/18, pp. 1419-1432

Persistent link: https://www.econbiz.de/10010259391

Bank characteristics and stock reactions to federal funds rate target changes

Yin, Haiyan; Yang, Jiawen - In: Applied financial economics 23 (2013) 22/24, pp. 1755-1764

Persistent link: https://www.econbiz.de/10010336234

An exploratory analysis of the impact of budget deficits and other factors on the ex post real interest rate yield on tax-free municipal bonds in the United States

Cebula, Richard J. - In: Applied financial economics 24 (2014) 19/21, pp. 1297-1302

Persistent link: https://www.econbiz.de/10010460177

Country factors in stock returns : reconsidering the basic method

Bai, Ye - In: Applied financial economics 24 (2014) 13/15, pp. 871-888

Persistent link: https://www.econbiz.de/10010410402

Rational speculative bubbles and duration dependence in exchange rates : an analysis of five currencies

Jirasakuldech, Benjamas; Emekter, Riza; Went, Peter - In: Applied financial economics 16 (2006) 3, pp. 233-243

Persistent link: https://www.econbiz.de/10003291884

Effects of macroeconomic variables on Istanbul stock exchange indexes

Erdem, Cumhur; Arslan, Cem Kaan; Erdem, Meziyet Sema - In: Applied financial economics 15 (2005) 14, pp. 987-994

Persistent link: https://www.econbiz.de/10003177476