Are share markets too volatile? While it is difficult to ignore share market volatility it is important to determine … whether volatility is excessive. This paper replicates the Shiller (1981) test as well as applying standard time series … excess volatility, time series analysis identifies a long‐run relationship between share market value and dividends …

Purpose The purpose of this paper is to examine information and volatility linkages among real estate, equity, bond and …, bond and money markets) are interdependent and integrated through information and volatility linkages during the GFC period …) to 2019 (December). Findings Results reveal information linkages across real estate, equity, bond and money markets …

carried out to arrive at the best-fit model. Findings The final model revealed that type of bond, stakeholders’ influence … emanating from the governments. Practical implications To enhance project success, there is a need to adopt construction bond … construction bond.  …

The present article aims to test the suitability of a newly developed bond index to measure and analyze the risk … undertaken by the bond mutual funds operating in the Greek financial market. In doing so, the capital asset pricing model is … new Bond Index, while, in turn, the results from these two applications are compared with each other. The research …

investment in China. Design/methodology/approach – This study proposes the “investment preference theory” to explain that bank …