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Interactions between property and equity markets : an investigation of linkages in the United Kingdom 1972 - 1992

Lizieri, Colin - In: The journal of real estate finance and economics 15 (1997) 1, pp. 11-26

Persistent link: https://www.econbiz.de/10001336563

Continental shift? : An analysis of convergence trends in European real estate equities

Lizieri, Colin; McAllister, Patrick; Ward, Charles W. R. - In: The journal of real estate research 25 (2003) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10001771684

Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market

Rogers, Leonard C. G.; Satchell, Stephen; Yoon, Youngjun - 1993

Persistent link: https://www.econbiz.de/10000142732

The disappearance of style in the US equity market

Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 17 (2007) 7/9, pp. 597-613

Persistent link: https://www.econbiz.de/10003491204

Endogenous cross correlations

Satchell, Stephen; Yang, J.-H. Steffi - In: Macroeconomic dynamics 11 (2007), pp. 124-153

Persistent link: https://www.econbiz.de/10003616361

Forecasting expected returns in the financial markets

Satchell, Stephen (contributor) - 2007 - 1. ed.

Persistent link: https://www.econbiz.de/10003522579

A robust cross sectional factor modelling approach to equity forecast construction

Satchell, Stephen; Wright, Stephen M. - In: Economic & financial modelling : a journal of the … 12 (2005) 4, pp. 153-197

Persistent link: https://www.econbiz.de/10003242755

Improving the estimates of the risk premia : application in the UK financial market

Pitsillis, M.; Satchell, Stephen - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001593475

Testing for short termism in the UK stock market : a comment

Satchell, Stephen - In: The economic journal : the journal of the Royal … 105 (1995) 432, pp. 1218-1223

Persistent link: https://www.econbiz.de/10001185680

Testing Price Bubbles in Australian Listed Equities and A-REIT Markets

Alcock, Jamie - 2020

Price bubbles are a phenomenon of asset markets that contradicts market efficiency. In this paper we explore the prevalence of asset-price bubbles in Australian listed industrial equities and A-REIT markets. The Australian market is a unique setting to test for price bubbles, given the regular...

Persistent link: https://www.econbiz.de/10012835130