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Relative price changes and absolute banking disasters : the role of equilibrium asset price adjustments
Kildegaard, Arne - In: Economic modelling 24 (2007) 2, pp. 295-311
Persistent link: https://www.econbiz.de/10003415668
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Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)/ C. C. Wu, Jack C. Lee
Wu, C. C.; Lee, Jack C. - In: Economic modelling 24 (2007) 2, pp. 329-349
Persistent link: https://www.econbiz.de/10003415673
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Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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Market structure and the cost of capital
Arouri, Mohamed; Rault, Christophe; Sova, Anamaria; … - In: Economic modelling 31 (2013), pp. 664-671
Persistent link: https://www.econbiz.de/10009731406
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Sentiment approach to negative expected return in the stock market
Yang, Chunpeng; Yan, Wei; Zhang, Rengui - In: Economic modelling 35 (2013), pp. 30-34
Persistent link: https://www.econbiz.de/10010258585
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Gurus and belief manipulationh
Jouini, Elyès; Napp, Clotilde - In: Economic modelling 49 (2015), pp. 11-18
Persistent link: https://www.econbiz.de/10011439463
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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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Multifactor consumption based asset pricing models using the US stock market as a reference : evidence from a panel of developed economies
Hunter, John; Wu, Feng - In: Economic modelling 36 (2014), pp. 557-565
Persistent link: https://www.econbiz.de/10010416359
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Dynamic sentiment asset pricing model
Yang, Chunpeng; Zhang, Rengui - In: Economic modelling 37 (2014), pp. 362-367
Persistent link: https://www.econbiz.de/10010417680
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Two-period trading sentiment asset pricing model with information
Yang, Chunpeng; Li, Jinfang - In: Economic modelling 36 (2014), pp. 1-7
Persistent link: https://www.econbiz.de/10010411267