Showing 1 - 10 of 33,256
Persistent link: https://www.econbiz.de/10004096758
Persistent link: https://www.econbiz.de/10004040107
Persistent link: https://www.econbiz.de/10004650969
Persistent link: https://www.econbiz.de/10000721062
This paper examines persistence in price movements and predictability of the US housing market both on a local level … approaches to exclude potential biases across local markets and provide trading strategies to compare predictability across …
Persistent link: https://www.econbiz.de/10010866934
In this study we examine dynamic macroeconomic spillovers in the United States, with a particular focus on the stock market, housing and economic policy uncertainty (EPU). Based on monthly data over the period 1987M1 to 2014M11, our findings reveal the following features. First, the transmission...
Persistent link: https://www.econbiz.de/10011265896
In this paper we review the literature on the short term predictability of stock prices conditional on large prior …, methodologies and model parameters. While most of the papers do find elements of predictability in markets subsequent to large price … addition there is little consensus within the literature regarding the causes of predictability with papers variously favoring …
Persistent link: https://www.econbiz.de/10010617261
Persistent link: https://www.econbiz.de/10004127667
Persistent link: https://www.econbiz.de/10004133598