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Essays on individual investor behavior
Choi, James J. - 2005
Persistent link: https://www.econbiz.de/10003384470
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The structure of equilibrium in an asset market with variable supply
Nermuth, Manfred (contributor) - 2008
Persistent link: https://www.econbiz.de/10003812526
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Corruption and stock market returns : evidence from panel data analysis
Baek, Chung - In: Banking and finance review 8 (2016) 2, pp. 19-30
Persistent link: https://www.econbiz.de/10011920891
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Reputational risk on corporate corruption scandals : evidence from Latin America
Arbe, Roby; Feria-Domínguez, José Manuel - In: Academia : revista Latinoamericana de administración 35 (2022) 3, pp. 329-344
Persistent link: https://www.econbiz.de/10013369867
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Consumption-wealth comovement of the wrong sign
Choi, James J.; Laibson, David I.; Madrian, Brigitte C.; … - 2004
Persistent link: https://www.econbiz.de/10003229531
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Consumption-wealth comovement of the wrong sign
Choi, James J.; Laibson, David I.; Madrian, Brigitte C.; … - 2004
Persistent link: https://www.econbiz.de/10002038816
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Thrift conversions and windfall profits : an empirical examination
Pettigrew, Gene R. (contributor) - In: The journal of real estate finance and economics 18 (1999) 3, pp. 323-338
Persistent link: https://www.econbiz.de/10001410579
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Consumption-Wealth Comovement of the Wrong Sign
Choi, James J. - 2004
Economic theory predicts that an unexpected wealth windfall should increase consumption shortly after the windfall is … received. We test this prediction using administrative records on over 40,000 401(k) accounts. Contrary to theory, we estimate …
Persistent link: https://www.econbiz.de/10012468239
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Don't go on holiday in August! : market reaction to an unexpected windfall tax on banks
De Vito, Antonio; Pancotto, Livia; Perdichizzi, Salvatore; … - In: Economics letters 233 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014505948
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An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt; Nordman, Niklas - 2001
The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a skewness that varies between sizeable negative skewness...
Persistent link: https://www.econbiz.de/10011398115