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Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim; Wied, Dominik - In: Empirical economics : a quarterly journal of the … 66 (2024) 5, pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
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Rationality and momentum in real estate investment forecasts
Papastamos, Dēmētrēs; Muzakēs, Phōtēs; Stevenson, … - 2014
Persistent link: https://www.econbiz.de/10010387939
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The role of analyst forecasts in the momentum effect
Low, Rand Kwong Yew; Tan, Enoch - In: International review of financial analysis 48 (2016), pp. 67-84
Persistent link: https://www.econbiz.de/10011624403
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How do disposition effect and anchoring bias interact to impact momentum in stock returns?
Hur, Jungshik; Vivek Singh - In: Journal of empirical finance 53 (2019), pp. 238-256
Persistent link: https://www.econbiz.de/10012171673
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State-dependent psychological anchors and momentum
Ran, Rong; Li, Cheng; Ko, Kuan-Cheng; Yang, Nien-Tzu - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013342035
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Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia; Copeland, Laurence S. - In: The European journal of finance 29 (2023) 5, pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
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Exploring the asset growth effect in the Australian equity market
Bettman, Jenni L.; Kosev, Mitch; Sault, Stephen J. - In: Australian journal of management 36 (2011) 2, pp. 200-216
Persistent link: https://www.econbiz.de/10009303259
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Multifactor consumption based asset pricing models using the US stock market as a reference : evidence from a panel of developed economies
Hunter, John; Wu, Feng - In: Economic modelling 36 (2014), pp. 557-565
Persistent link: https://www.econbiz.de/10010416359
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Multifactor Consumption Based Asset Pricing Models Using the US Stock Market as a Reference : Evidence from a Panel of Developed Economies
Hunter, John - 2014
In this paper we extend the time series analysis to the panel frame-work to test the C-CAPM driven by wealth references … section panel model with two-way error components. The empirical fi ndings of this two-factor model with various speci …
Persistent link: https://www.econbiz.de/10013066509