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Endogenous leverage and asset pricing in double auctions
Breuer, Thomas; Jandačka, Martin; Summer, Martin; … - In: Journal of Economic Dynamics and Control 53 (2015) C, pp. 144-160
framework we validate recent results in general equilibrium theory about endogenous leverage and its consequences for asset …
Persistent link: https://www.econbiz.de/10011209192
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Leverage and asset prices : an experiment
Cipriani, Marco; Fostel, Ana; Houser, Daniel - In: Journal of economic behavior & organization : JEBO 183 (2021), pp. 700-717
Persistent link: https://www.econbiz.de/10012599974
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Does volatility matter? Expectations of price return and variability in an asset pricing experiment
Bottazzi, Giulio; Devetag, Giovanna; Pancotto, Francesca - 2009
We present results of an experiment on expectation formation in an asset market. Participants to our experiment must provide forecasts of the stock future return to computerized utility-maximizing investors, and are rewarded according to how well their forecasts perform in the market. In the...
Persistent link: https://www.econbiz.de/10010328471
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Does Volatility matter? Expectations of price return and variability in an asset pricing experiment
Bottazzi, Giulio; Devetag, Giovanna; Pancotto, Francesca - Laboratory of Economics and Management (LEM), Scuola … - 2009
We present results of an experiment on expectation formation in an asset market. Participants to our experiment must provide forecasts of the stock future return to computerized utility-maximizing investors, and are rewarded according to how well their forecasts perform in the market. In the...
Persistent link: https://www.econbiz.de/10005518715
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Does Volatility matter? Expectations of price return and variability in an asset pricing experiment.
Bottazzi, Giulio; Devetag, Giovanna; Pancotto, Francesca - Dipartimento di Economia e Management, Università … - 2008
We present results of an experiment on expectation formation in an asset market. Participants to our experiment must provide forecasts of the stock future return to computerized utility-maximizing investors, and are rewarded according to how well their forecasts perform in the market. In the...
Persistent link: https://www.econbiz.de/10005465209
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Endogenous leverage and asset pricing in double auctions
Breuer, Thomas; Jandačka, Martin; Summer, Martin; … - In: Journal of economic dynamics & control 53 (2015), pp. 144-160
Persistent link: https://www.econbiz.de/10011526908
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Australian firm characteristics and the cross-section variation in equity returns
Heaney, Richard A.; Koh, SzeKee; Lan, Yihui - In: Pacific-Basin finance journal 37 (2016), pp. 104-115
Persistent link: https://www.econbiz.de/10011668987
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The Industry Effect on the Relationship Between Leverage and Returns
Artikis, Panayiotis; Nifora, Georgia - In: Eurasian Business Review 1 (2011) 2, pp. 125-145
This paper aims to investigate the impact of leverage on stock returns. The analysis is performed both on a full sample … enhance the capital structure studies by broadening the limited work that has been accomplished on the base of leverage as an … findings, on the full sample, show that the leverage risk factor presents a strong — positive and statistically significant …
Persistent link: https://www.econbiz.de/10011001788
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Investing in a leveraged world
Ahn, Keunbae; Hambusch, Gerhard; Hong, KiHoon; Navone, Marco - In: International journal of managerial finance : IJMF 20 (2024) 4, pp. 998-1020
Persistent link: https://www.econbiz.de/10014583153
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Capital Structure, Macroeconomic Variables & Stock Returns. Evidence from Greece
Artikis, Panayiotis; Nifora, Georgia - In: International Advances in Economic Research 18 (2012) 1, pp. 87-101
Persistent link: https://www.econbiz.de/10010867032