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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt

Schneider, Sebastian - 2001

Persistent link: https://www.econbiz.de/10001530439

Tangent portfolio weights without explicitly specified expected returns

Glabadanidis, Paskalis - In: The journal of asset management 15 (2014) 3, pp. 177-190

Persistent link: https://www.econbiz.de/10010415936

Understanding momentum and reversal

Kelly, Bryan T.; Moskowitz, Tobias J.; Pruitt, Seth - In: Journal of financial economics 140 (2021) 3, pp. 726-743

Persistent link: https://www.econbiz.de/10013259592

Expected investment and the cross-section of stock returns

Lin, Qi; Lin, Xi - In: Economics letters 172 (2018), pp. 43-49

Persistent link: https://www.econbiz.de/10012021975

Expected and realized returns in conditional asset pricing models: a new testing approach

Antell, Jan; Vaihekoski, Mika - In: Journal of empirical finance 52 (2019), pp. 220-236

Persistent link: https://www.econbiz.de/10012171126

Impact of investor sentiment on portfolio

Liu, Xiaodong; Han, Bing; Li, Luanfeng - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 3, pp. 880-894

Persistent link: https://www.econbiz.de/10013548115

Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

Tomat, Gian Maria - 2023

Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...

Persistent link: https://www.econbiz.de/10014337024

Cognitive biases, downside risk shocks, and stock expected returns

Li, Si; He, Fangyi; Shi, Fangquan - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014485480

Fundamental disagreement about monetary policy and the term structure of interest rates

Cao, Shuo; Crump, Richard K.; Eusepi, Stefano; Mönch, … - 2021 - Revised August 2021

Using a unique data set of individual professional forecasts, we document disagreement about the future path of monetary policy, particularly at longer horizons. The stark differences in short rate forecasts imply strong disagreement about the risk-return trade-off of longer-term bonds....

Persistent link: https://www.econbiz.de/10012249767

Learning about the interdependence between the macroeconomy and the stock market

Milani, Fabio - In: International review of economics & finance : IREF 49 (2017), pp. 223-242

Persistent link: https://www.econbiz.de/10011748427

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