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Essays on investement and consumption choice
Comon, Etienne - 2001
Persistent link: https://www.econbiz.de/10001717923
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The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.; Sorensen, Steffen; Wickens, Michael R. - In: International journal of finance & economics : IJFE 15 (2010) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
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Demographics and industry returns
Della Vigna, Stefano; Pollet, Joshua M. - In: The American economic review 97 (2007) 5, pp. 1667-1702
Persistent link: https://www.econbiz.de/10003625023
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The change in salience and the cross-section of stock returns : empirical evidence from China A-shares
Zhang, Manqing; Ma, Yao; Yang, Baochen; Fan, Ying - In: Pacific-Basin finance journal 85 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014575044
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Predicting stock market crises using daily stock market valuation and investor sentiment indicators
Fu, Junhui; Zhou, Qingling; Liu, Yufang; Wu, Xiang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012659074
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Parametric and semiparametric logit models: an empirical application on stock returns
Dayıoğlu, Tuğba - In: Selected topics in applied econometrics, (pp. 321-333). 2019
Persistent link: https://www.econbiz.de/10012287036
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Analysis of binary panel data by static and dynamic logit models : stock returns and macroeconomic factors
Caglayan, Ebru; Kangalli, Sinem Güler - In: The empirical economics letters : a monthly … 10 (2011) 5, pp. 495-501
Persistent link: https://www.econbiz.de/10009512456
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Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
Zhang, Xibin; King, Maxwell L.; Shang, Han Lin - 2011
regression. A Markov chain Monte Carlo algorithm is presented to sample bandwidths for the kernel estimators of the regression … favored against wrong assumptions of the error density. We apply our sampling algorithm to a nonparametric regression model of …-price density estimation proposed by Ai͏̈t-Sahalia and Lo (1998). Bayes factors, Gaussian-component mixture density, Markov chain …
Persistent link: https://www.econbiz.de/10009406374
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Using accounting earnings and aggregate economic indicators to estimate firm-level systematic risk
Ball, Ray; Sadka, Gil; Tseng, Ayung - In: Review of accounting studies 27 (2022) 2, pp. 607-646
Persistent link: https://www.econbiz.de/10013273522
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Household housing demand : empirical analysis and theoretical reconciliation
Dusansky, Richard; Koç, Çagatay; Onur, Ilke - In: The journal of real estate finance and economics 44 (2012) 4, pp. 429-445
Persistent link: https://www.econbiz.de/10009581838