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The cross-over effect of irrational sentiments in housing, commercial property, and stock markets
Das, Prashant; Füss, Roland; Hanle, Benjamin; Russ, … - In: Journal of banking & finance 114 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012489131
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Random walks, cointegration, and the transmission of shocks across global real estate and equity markets
Payne, James E.; Sahu, Anandi Prasad - In: Journal of economics and finance 28 (2004) 2, pp. 198-210
Persistent link: https://www.econbiz.de/10002417663
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Asset Pricing in European Real Estate Equity Markets
Schulte, Kai-Magnus - 2010
The study provides insight into the pricing of publicly traded European real estate equities. The Fama-French three-factor model, as well as unconditional and conditional Fama-MacBeth regressions are applied to a sample of 275 real estate equities from 16 European countries over the period 1988...
Persistent link: https://www.econbiz.de/10013135033
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Price and volatility spillovers across North American, European and Asian stock markets : with special focus on Indian stock market
Singh, Priyanka D. (contributor); Kumar, Brajesh (contributor) - 2008
Persistent link: https://www.econbiz.de/10003791262
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Forecasting volatility of European and Asian equity indices with Hansen's skew-t and fat tailed distributions, as well as with non-linear asymmetric effects
Gabrielsen, Alexandros; Sarmpezoudis, Sotirios - In: International journal of economic research 9 (2012) 2, pp. 243-263
Persistent link: https://www.econbiz.de/10009685246
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Common predictable components in regional stock markets
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10001214318
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An empirical analysis of risk and return in world stock markets
Malhotra, Davinder Kumar - In: Journal of global business : JGB ; journal of the … 7 (1996) 13, pp. 7-17
Persistent link: https://www.econbiz.de/10001220704
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Anatomy of the Small-Cap Anomaly : Mapping Valuation Differences Potentially Responsible for the Small Cap Anomaly in Developed European and Asian Stock Markets
Houtzager, Marcel P. - 2010
markets in Europe and Asia across the market cap spectrum. While CAPM would lead one to expect a gradual decline in valuations …
Persistent link: https://www.econbiz.de/10013139219
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Herding behavior during the Covid-19 pandemic : a comparison between Asian and European stock markets based on intraday multifractality
Aslam, Faheem; Ferreira, Paulo; Ali, Haider; Kauser, Sumera - In: Eurasian economic review : a journal in applied … 12 (2022) 2, pp. 333-359
Persistent link: https://www.econbiz.de/10013263377
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Essays on capital markets and real estate finance
Beracha, Eli - 2007
Persistent link: https://www.econbiz.de/10009269710