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Do share prices and interest rates provide information about future real activity? : some evidence from Australia
Olekalns, Nilss - 1992
Persistent link: https://www.econbiz.de/10000137315
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Can dividend yields out-predict UK stock returns without short rates?
Wu, Jyh-lin; Hu, Yu-hau; Lee, Chingnun - In: The Manchester School 79 (2011) 6, pp. 1179-1196
Persistent link: https://www.econbiz.de/10009380878
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Decomposing time-frequency relationship between interest rates and share prices in India through wavelets
Tiwari, Aviral Kumar - In: Economia internazionale 66 (2013) 4, pp. 515-531
Persistent link: https://www.econbiz.de/10010250728
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Heat kernel models for asset pricing
Macrina, Andrea - In: International journal of theoretical and applied finance 17 (2014) 7, pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
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Endogenous interest rate dynamics in asset markets
Reiß, Oliver (contributor); Schoenmakers, John (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593794
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A reexamination of the relationship between liquidity premiums and the level of interest rates
Kiely, Joseph K. - In: Quarterly journal of business and economics : QJBE 34 (1995) 3, pp. 60-70
Persistent link: https://www.econbiz.de/10001187655
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Do share prices and interest rates provide information about future real activity? : Some evidence from Australia
Olekalns, Nilss - 1992
Persistent link: https://www.econbiz.de/10000845604
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Forecasting GDP growth with financial market data in Finland : revisiting stylized facts in a small open economy during the financial crisis
Kuosmanen, Petri; Vataja, Juuso - In: Review of financial economics : RFE 23 (2014) 2, pp. 90-97
Persistent link: https://www.econbiz.de/10010442588
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Short Interest, Returns, and Fundamentals
Akbas, Ferhat - 2013
We show that short interest predicts future bad news, negative earnings surprises, and downward revisions in analyst earnings forecasts. Moreover, short interest is a better predictor of changes in firm fundamentals for stocks that are harder to short and short sellers appear to have information...
Persistent link: https://www.econbiz.de/10013086821
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Monetary policy and asset price overshooting: a rationale for the Wall/Main Street disconnect
Caballero, Ricardo J.; Simsek, Alp - 2022
We analyze optimal monetary policy and its implications for asset prices, when aggregate demand has inertia and responds to asset prices with a lag. If there is a negative output gap, the central bank optimally overshoots aggregate asset prices (asset prices are initially pushed above their...
Persistent link: https://www.econbiz.de/10013093040