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Bräuer, Konstantin; Hackethal, Andreas; Hanspal, Tobin - 2020 - Current version: May 2020

This paper studies why investors buy dividend-paying assets and how they time their consumption accordingly. We combine administrative bank data linking customers' consumption transactions and income to detailed portfolio data and survey responses on financial behavior. We find that private...

Persistent link: https://www.econbiz.de/10012223798

Socially responsible investing and stock performance : new empirical evidence for the US and European stock markets

Mollet, Janick Christian; Ziegler, Andreas - In: Review of financial economics : RFE 23 (2014) 4, pp. 208-216

Persistent link: https://www.econbiz.de/10010442562

Distributional consequences of asset price inflation in the euro area

Adam, Klaus; Tzamourani, Panagiota - 2015

households using data from the Household Finance and Consumption Survey (HFCS). The capital gains from bond price and equity … price increases turn out to be concentrated among relatively few households, while the median household strongly benefits … from housing price increases. The capital gains from bond price increases (relative to household net wealth) do not …

Persistent link: https://www.econbiz.de/10011316626

The Impact of the Stock Market Crash of 2008-2009 on the Wealth of U.S. Households

Kim, Kyoung Tae - 2019

1. This research examines the potential impact of the stock market crash of 2008-2009 on U.S. working households. The Great Recession caused financial problems for many households in terms of unemployment, business losses, and decreases in real estate values, but the broadly based decreases in...

Persistent link: https://www.econbiz.de/10012903701

European Equity Pairs Trading : The Effect of Data Frequency on Risk and Return

Lucey, Michael E. - 2012

This article examines an equity pairs trading strategy using daily, weekly and monthly European share price data over the period 1998–2007. The authors shows that when stocks are matched into pairs with minimum distance between normalised historical prices, a simple trading rule based on...

Persistent link: https://www.econbiz.de/10013100413