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Excess returns on net foreign assets: the exorbitant privilege from a global perspective
Habib, Maurizio Michael - 2010
relationship between leverage and excess returns. Notably, instead, real exchange rate depreciations increase excess returns …
Persistent link: https://www.econbiz.de/10011605204
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The makings of an information leader : the intraday price discovery process for individual stocks in the DJIA
Simpson, Marc W.; Moreno, Jose F.; Ozuna, Teofilo - In: Review of quantitative finance and accounting 38 (2012) 3, pp. 347-365
Persistent link: https://www.econbiz.de/10009532193
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An investment strategy based on leverage : evidence from BSE 500
D'Mello, Lorraine; Sivaprasad, Sheeja - In: Journal of emerging market finance 14 (2015) 3, pp. 201-238
Persistent link: https://www.econbiz.de/10011429915
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Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model
Rath, Subhrendu; Durand, Robert B. - In: Economics letters 132 (2015), pp. 139-141
Persistent link: https://www.econbiz.de/10011431572
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The impacts of leverage, price book ratio, dividend yield and past performance on stock returns
Nguyen, Tristan; Schüßler, Alexander - In: International journal of accounting and finance 4 (2014) 4, pp. 341-357
Persistent link: https://www.econbiz.de/10011280297
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On the irrelevance of the leverage effect
Nippel, Peter - 2001
Financial leverage increases the expected return on equity. We show that this leverage effect is not only irrelevant … only look at the return on equity but at the return on shareholders' total wealth. Any relevance leverage may have is …
Persistent link: https://www.econbiz.de/10011281515
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The effect of leverage mimicking portfolios in explaining stock returns variations
Muradoğlu, Gülnur; Sivaprasad, Sheeja - In: Studies in economics and finance 30 (2013) 2, pp. 94-107
Persistent link: https://www.econbiz.de/10009772984
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The impact of leverage on stock returns in the hospitality sector : evidence from the UK
Muradoğlu, Gülnur; Sivaprasad, Sheeja - In: Tourism analysis : an interdisciplinary tourism & … 19 (2014) 2, pp. 161-171
Persistent link: https://www.econbiz.de/10010380897
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Collateral requirements and asset prices
Brumm, Johannes; Grill, Michael; Kubler, Felix; … - 2013
Many assets derive their value not only from future cash flows but also from their ability to serve as collateral. In this paper, we investigate this collateral value and its impact on asset returns in an infinite-horizon general equilibrium model with heterogeneous agents facing collateral...
Persistent link: https://www.econbiz.de/10010203684
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Size, value and leverage : how are they accounted for?
Andriotto, Mauro; Teti, Emanuele - In: Investment management and financial innovations 10 (2013) 4, pp. 8-17
Persistent link: https://www.econbiz.de/10010258453