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Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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Co-movement of stock and bond returns in the light of the recent crisis
Schlepper, Kathi - In: Essays on current phenomena and developments in …, (pp. 69-125). 2016
Persistent link: https://www.econbiz.de/10011545666
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Winter blues and time variation in the price of risk
Garrett, Ian (contributor); Kamstra, Mark J. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002572427
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Behavioral economics : Konzepte und Anwendungen
Ebering, Alexander - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002977300
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Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version
large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH … model performs well, the estimation for the German stock index could be significantly improved by an extension which follows …
Persistent link: https://www.econbiz.de/10003670896
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Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001945539
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Terrorism, investor sentiment, and stock market reaction : evidence from the British and the French markets
Arfaoui, Nadia; Naoui, Kamel - In: Finance research letters 46 (2022) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10013342660
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How loss averse are investors in financial markets?
Hwang, Soosung; Satchell, Steve E. - In: Journal of banking & finance 34 (2010) 10, pp. 2425-2438
Persistent link: https://www.econbiz.de/10008858348
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Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders
Larson, Francis - 2016
Behavioral economists have recently put forth a theoretical explanation for the equity premium puzzle based on combining myopia and loss aversion. Complementing the behavioral theory is evidence from laboratory experiments, which provide strong empirical support consistent with myopic loss...
Persistent link: https://www.econbiz.de/10012983660
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Can Myopic Loss Aversion Explain the Equity Premium Puzzle? Evidence from a Natural Field Experiment with Professional Traders
Larson, Francis - 2016
Behavioral economists have recently put forth a theoretical explanation for the equity premium puzzle based on combining myopia and loss aversion. Complementing the behavioral theory is evidence from laboratory experiments, which provide strong empirical support consistent with myopic loss...
Persistent link: https://www.econbiz.de/10012456074