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The inflation-hedging characteristics of equity REITs : an empirical study

Murphy, J. A. - In: The quarterly review of economics and business : … 29 (1989) 3, pp. 95-101

Persistent link: https://www.econbiz.de/10001096822

The timing and stock selection abilities of bank funds : evidence based on meta-analysis

Sahu, Anandi Prasad - In: Journal of financial services research : JFSR 13 (1998) 2, pp. 137-152

Persistent link: https://www.econbiz.de/10001241369

An empirical analysis of segmented pricing of bond systematic risk

Benzschawel, Terry; Fu, Liang; Murphy, Austin - In: Credit and capital markets : Kredit und Kapital 47 (2014) 3, pp. 439-464

Persistent link: https://www.econbiz.de/10010433255

Empirical evidence of a positive inflation premium being incorporated into stock prices

Murphy, Austin; Sahu, Anandi Prasad - In: Atlantic economic journal : AEJ 29 (2001) 2, pp. 177-185

Persistent link: https://www.econbiz.de/10001585112

An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany

Murphy, Austin; Schlag, Christian - In: Global finance journal 10 (1999) 1, pp. 35-52

Persistent link: https://www.econbiz.de/10001417648

The relationship between bond returns and inflation in a collected economy

Sabov, Zoltan; Murphy, Austin - In: Economics of planning : an international journal … 32 (1999) 2, pp. 89-101

Persistent link: https://www.econbiz.de/10001425460

The resource-constrained brain : a new perspective on the equity premium puzzle

Siddiqi, Hammad; Murphy, Austin - In: The journal of behavioral finance : a publication of … 24 (2023) 3, pp. 315-332

Persistent link: https://www.econbiz.de/10014330975

The continued forecasting effectiveness of a real earnings model of the equity premium

Murphy, Austin; AlSalman, Zeina - In: The journal of investing : JOI 32 (2023) 4, pp. 112-119

Persistent link: https://www.econbiz.de/10014307510

Relationships between stock returns and real earnings yields over the last 150 years

Murphy, Austin; AlSalman, Zeina - In: Finance research letters 57 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014526720

The contribution of jump signs and activity to forecasting stock price volatility

Hizmeri, Rodrigo; Izzeldin, Marwan; Murphy, Anthony; … - 2019

We document the forecasting gains achieved by incorporating measures of signed, finite and infinite jumps in forecasting the volatility of equity prices, using high-frequency data from 2000 to 2016. We consider the SPY and 20 stocks that vary by sector, volume and degree of jump activity. We use...

Persistent link: https://www.econbiz.de/10012030057