Narrow search
Showing 1 - 10 of 15,912
Cover Image
The US consumption-wealth ratio and foreign stock markets : international evidence for return predictability
Nitschka, Thomas (contributor) - 2006
that temporary fluctuations of the U.S. consumption-wealth ratio predict excess returns on international stock markets …
Persistent link: https://www.econbiz.de/10003355043
Cover Image
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui; Savickas, Robert - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10003279769
Cover Image
On the neutrality of credit-driven asset bubbles
Reicher, Christopher Phillip - 2011
This paper proposes and tests a theory of credit-driven asset bubbles which are neutral in their real effects. When a lender such as a government, central bank, or banking sector is willing to lend infinitely against collateral, explosive asset bubbles can form which exactly offset a bubble in...
Persistent link: https://www.econbiz.de/10008904609
Cover Image
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Cover Image
Aktienkursdynamik und privater Konsum in den USA und in Deutschland
Schulmeister, Stephan - 2004
Persistent link: https://www.econbiz.de/10002144686
Cover Image
Essays in empirical macroeconomics
Shin, Joong Suk - 2000
Persistent link: https://www.econbiz.de/10001608968
Cover Image
Time-varying expected returns : evidence from the United States and the United Kingdom
Sousa, Ricardo M. - In: Applied economics letters 19 (2012) 4/6, pp. 413-416
Persistent link: https://www.econbiz.de/10009630715
Cover Image
Competition in equity option markets
Danis, Michelle A. - 2003
Persistent link: https://www.econbiz.de/10003378879
Cover Image
Long-term evidence on the effect of aggregate earnings on prices
Chen, Yunhao; Jiang, Xiaoquan; Lee, Bong-soo - In: Financial management 44 (2015) 2, pp. 323-351
Persistent link: https://www.econbiz.de/10011372613
Cover Image
Feasible earnings momentum in the U.S. stock market : an investor's perspective
Krauss, Christopher; Beerstecher, Daniel; Krüger, Tom - 2015
This paper examines earnings momentum strategies in the U.S. stock universe from an investor's perspective. Specifically, we use the software Stock Investor Pro from the American Association of Individual Investors (AAII) to obtain the composition of the U.S. stock universe from 2005-2015 on a...
Persistent link: https://www.econbiz.de/10011346692