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Income inequality and asset prices under redistributive taxation

Pástor, Ľuboš; Veronesi, Pietro - 2015

Persistent link: https://www.econbiz.de/10011416955

Income inequality and asset prices under redistributive taxation

Pástor, Ľuboš; Veronesi, Pietro - 2015

Persistent link: https://www.econbiz.de/10011399222

Heterogeneous beliefs and housing-market boom-bust cycles

Tomura, Hajime - In: Journal of economic dynamics & control 37 (2013) 4, pp. 735-755

Persistent link: https://www.econbiz.de/10009726182

Monetary policy and speculative asset markets

Böhl, Gregor - In: European economic review : EER 148 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013553390

Bubbly fundamentals

Hori, Takeo; Im, Ryonghun; Nakaota, Hiroshi - 2024

Persistent link: https://www.econbiz.de/10015069336

Firm financing through insider stock pledges

Pan, Xiaofei; Qian, Meijun - In: Review of finance : journal of the European Finance … 28 (2024) 2, pp. 621-659

Persistent link: https://www.econbiz.de/10014527218

Ambiguity attitudes, leverage cycle and asset prices

Bassanin, Marzio; Faia, Ester; Patella, Valeria - 2019 - This draft: July 2019

Persistent link: https://www.econbiz.de/10012181130

Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications

Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - In: Journal of banking & finance 115 (2020), pp. 1-31

Persistent link: https://www.econbiz.de/10012489163

Asset prices and changes in risk within a bivariate model

Jokung Nguena, Octave; Mitra, Sovan - In: Asia-Pacific financial markets 26 (2019) 1, pp. 47-60

Persistent link: https://www.econbiz.de/10012308006

Multivariate crash risk

Chabi-Yo, Fousseni; Huggenberger, Markus; Weigert, Florian - 2019 - This version: February 2019

This paper investigates whether multivariate crash risk is priced in the cross- section of expected stock returns. Motivated by a theoretical asset pricing model, we capture the multivariate crash risk of a stock by a combined measure based on its expected shortfall and its multivariate lower...

Persistent link: https://www.econbiz.de/10011993538