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A history of Australian equities
Mathews, Thomas - 2019
Persistent link: https://www.econbiz.de/10013262755
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Valuation of equity securities : history, theory and application
Poitras, Geoffrey - 2010
Persistent link: https://www.econbiz.de/10008905842
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Valuation of Equity Securities : History, Theory and Application
Poitras, Geoffrey - 2011
This book provides a comprehensive and rigorous treatment of academic and practitioner approaches to equity security valuation. Guided by historical and philosophical insights, conventional academic wisdom surrounding the ergodic properties of stochastic processes is challenged. In addition, the...
Persistent link: https://www.econbiz.de/10013127937
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War Discourse and the Cross Section of Expected Stock Returns
Hirshleifer, David; Mai, Dat; Pukthuanthong, Kuntara - National Bureau of Economic Research - 2023
A war-related factor model derived from textual analysis of media news reports explains the cross section of expected … spanning 160 years, the war factor predicts the cross section of returns across test assets derived from both traditional and … hedges for war risk receiving lower risk premia, or with assets that are more positively sensitive to war prospects being …
Persistent link: https://www.econbiz.de/10014322736
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War Discourse and the Cross-Section of Expected Stock Returns
Hirshleifer, David A.; Mai, Dat; Pukthuanthong, Kuntara - 2023
A war-related factor model derived from textual analysis of media news reports explains the cross section of expected … spanning 160 years, the war factor predicts the cross section of returns across test assets derived from both traditional and … hedges for war risk receiving lower risk premia, or with assets that are more positively sensitive to war prospects being …
Persistent link: https://www.econbiz.de/10014353468
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Oil prices, SUVs, and Iraq : an investigation of automobile manufacturer oil price sensitivity
Cameron, Ken; Schnusenberg, Oliver - In: Energy economics 31 (2009) 3, pp. 375-381
Persistent link: https://www.econbiz.de/10003851643
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Empirical test of single factor and multi-factor asset pricing models : evidence from non financial firms on the Ghana stock exchange (GSE)
Acheampong, Prince; Swanzy, Sydney Kwesi - In: International journal of economics and finance 8 (2016) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011427796
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Stylized facts of the statistical properties of risk and return of the Dhaka Stock Exchange : 1991-2015
Iqbal, Kazi; Shahana, Siban - In: The Bangladesh development studies : the journal of the … 42 (2019) 4, pp. 83-109
Persistent link: https://www.econbiz.de/10012665548
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Test of capital market integration using Fama-French three-factor model : empirical evidence from India
Sehrawat, Neeraj; Kumar, Amit; Nigam, Narander Kumar; … - In: Investment management and financial innovations 17 (2020) 2, pp. 113-127
Persistent link: https://www.econbiz.de/10012303099
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Modelling sector-level asset prices
Tulloch, Daniel J.; Diaz-Rainey, Ivan; Premachandra, I. M. - In: Journal of risk and financial management : JRFM 13 (2020) 6/120, pp. 1-30
We present a modelling approach for sector asset pricing studies that incorporates sector-level risk factors, subgroup portfolios, and structural breakpoint tests that are better at isolating the time-varying nature and the firm-specific component of returns. Our results show considerable...
Persistent link: https://www.econbiz.de/10012305146