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Cross-sectional and time-series momentum returns and market dynamics : are Islamic stocks different?
Cheema, Muhammad A.; Nartea, Gilbert V. - 2017
Persistent link: https://www.econbiz.de/10011886549
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Instability of factor strength in asset returns
Massacci, Daniele - 2023
Persistent link: https://www.econbiz.de/10014420287
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House price growth interdependencies and comovement
Cohen, Jeffrey P.; Coughlin, Cletus Charles; Soques, Daniel - 2019
This paper examines house price diffusion across metropolitan areas in the United States. We develop a generalization of the Hamilton and Owyang (2012) Markov-switching model, where we incorporate direct regional spillovers using a spatial weighting matrix. The Markov-switching framework allows...
Persistent link: https://www.econbiz.de/10012137100
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Asymmetric financial indexation and speculative rational price bubbles in the housing market
Valenzuela-Silva, Mario I.; Martinez-Vazquez, Jorge; … - 2023
Persistent link: https://www.econbiz.de/10014382477
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Risk, Gordon's growth model, and the predictability of stock market returns
Attanasio, Orazio P.; Wadhwani, Sushil B. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000819088
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Understanding stock return predictability
Guo, Hui (contributor); Savickas, Robert (contributor) - 2006 - Rev.
Persistent link: https://www.econbiz.de/10003739712
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Time-varying risk premia and the cross section of stock returns
Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
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A critical application of the Gibbons (1982) multivariate test of the CAPM : Australian equity returns 1958 - 1987
Faff, Robert W. - 1990
Persistent link: https://www.econbiz.de/10000849358
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Foreign direct investment as a determinant of cross-country stock market comovement
Anagnostopoulos, Alexios; Atesagaoglu, Orhan Erem; … - 2019 - This draft: July 22, 2019
Persistent link: https://www.econbiz.de/10012203966
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Country size, currency unions, and international asset returns
Hassan, Tarek A. - 2009
Persistent link: https://www.econbiz.de/10003840124