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Earnings returns to the British education expansion

Devereux, Paul J.; Fan, Wen - 2011

1970 and 1975. Using the Quarterly Labour Force Survey, we find that the expansion caused men to increase education by … about a year on average and gain about 8% higher wages; women obtained a slightly greater increase in education and a … obtain instrumental variables estimates of returns to schooling of about 6% for both men and women. -- return to education …

Persistent link: https://www.econbiz.de/10009731763

Stock market openings : experience of emerging economies

Kim, Ŭng-han; Singal, Vijay - 1996

Persistent link: https://www.econbiz.de/10000954543

Stock price booms and expected capital gains

Adam, Klaus; Beutel, Johannes; Marcet, Albert - 2014

The booms and busts in U.S. stock prices over the post-war period can to a large extent be explained by fluctuations in investors' subjective capital gains expectations. Survey measures of these expectations display excessive optimism at market peaks and excessive pessimism at market throughs....

Persistent link: https://www.econbiz.de/10011490485

Volatility-induced financial growth

Dempster, Michael A. H. (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002998126

Does the firm-specific asset volatility process implied by the equity market revert to a constant value?

Medova, Elena A. (contributor); Smith, Robert G. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002435719

Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market

Nõu, Anders; Lapitskaya, Darya; Eratalay, M. Hakan; … - 2021

Persistent link: https://www.econbiz.de/10012694117

Procyclical asset management and bond risk premia

Barbu, Alexandru; Fricke, Christoph; Mönch, Emanuel - 2021

We use unique institutional securities holdings data to examine the trading behaviour of delegated institutional capital and its impact on bond risk premia. We show that institutional fund managers trade strongly procyclically: they actively move into higher yielding, longer duration and lower...

Persistent link: https://www.econbiz.de/10012485994

Warnings about future jumps : properties of the exponential Hawkes model

Foschi, Rachele; Lilla, Francesca; Mancini, Cecilia - 2020

Persistent link: https://www.econbiz.de/10012306820

Random walk or mean reversion : the Danish stock market since World War I

Risager, Ole - 1998

Persistent link: https://www.econbiz.de/10013453288

Expectations and term premia in EFSF bond yields

Carriero, Andrea; Ricci, Lorenzo; Vangelista, Elisabetta - 2022

Persistent link: https://www.econbiz.de/10013384831