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Essays in international finance : risk, jumps and diversification
M'Saddek, Oussama - 2018
Persistent link: https://www.econbiz.de/10012204650
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Implied rates of return, the discount rate effect, and market risk premia
Breuer, Wolfgang; Gürtler, Marc - 2010 - This Version: 2010-10-22
risk premia. The extent of this bias is substantial as verified by a bootstrap approach. We present an alternative …
Persistent link: https://www.econbiz.de/10009487229
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Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables
Cassella, Stefano - 2017
Using survey data on expectations of future stock returns, we recursively estimate the degree of extrapolative weighting in investors' beliefs (DOX). In an extrapolation framework, DOX determines the relative weight investors place on recent-versus-distant past returns. DOX varies considerably...
Persistent link: https://www.econbiz.de/10012970801
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The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity
Shehadeh, Ali - 2016
risk-based solution of the forward premium bias puzzle …
Persistent link: https://www.econbiz.de/10012989965
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A literature review of new methods in empirical asset pricing : omitted-variable and errors-in-variable bias
Collot, Solène; Hemauer, Tobias - In: Financial markets and portfolio management 35 (2021) 1, pp. 77-100
Persistent link: https://www.econbiz.de/10012495901
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The bias in two-pass regression tests of asset-pricing models in presence of idiosyncratic errors with cross-sectional dependence
Gramespacher, Thomas; Bänziger, Armin - In: Review of Pacific Basin financial markets and policies 22 (2019) 2, pp. 1950012-1-1950012-17
Persistent link: https://www.econbiz.de/10012139945
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Is the presidential premium spurious?
Sy, Oumar; Al Zaman, Ashraf - In: Journal of empirical finance 56 (2020), pp. 94-104
Persistent link: https://www.econbiz.de/10012430413
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Predicting the Australian equity risk premium
Jurdi, Doureige J. - In: Pacific-Basin finance journal 71 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10014513743
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Cognitive Biases, Downside Risk Shocks, and Stock Expected Returns
Li, Si; He, Fangyi; Shi, Fangquan - 2022
heuristic bias and conservatism bias. Previous studies found that the two cognitive biases cause investors to misreact to past …
Persistent link: https://www.econbiz.de/10014239591
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Returns to education in European emerging markets : a meta-analytic review
Horie, Norio; Iwasaki, Ichirō - 2022
Persistent link: https://www.econbiz.de/10013368674