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Estimating heterogeneous agents behavior with different investment horizons in stock markets
Chen, Zhenxi - 2014
In addition to the traditional agent types of fundamentalists and chartists, a new dimension of investment horizon is included in evaluating historical performance of strategies. Based on the three stock markets of Japan, Hong Kong and Germany, it is found that investors with different...
Persistent link: https://www.econbiz.de/10010406880
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Looking for alternatives in times of market stress : a tail dependence between the European stock markets and Bitcoin, Gold and Fine Wine market
Let, Blanka; Siemaszkiewicz, Karolina - In: Finance a úvěr 70 (2020) 5, pp. 407-430
Persistent link: https://www.econbiz.de/10012483359
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The predictability of real estate excess returns : an out-of-sample economic value analysis
Guidolin, Massimo; Pedio, Manuela; Petrova, Milena - In: The journal of real estate finance and economics 67 (2023) 1, pp. 108-149
Persistent link: https://www.econbiz.de/10014322191
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An analysis of the LPCs' returns in the middle east markets : the search for the efficient frontier
Al Bakri, Anas - In: International journal of economics and finance 5 (2013) 12, pp. 183-193
Persistent link: https://www.econbiz.de/10010229660
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Portfolio diversification strategy and the impacts on the Middle East real estate investment decision
Al Bakri, Anas - In: International journal of economics and finance 6 (2014) 2, pp. 62-74
Persistent link: https://www.econbiz.de/10010257688
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Equally weighted vs. long-run optimal portfolios
Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - In: European financial management : the journal of the … 21 (2015) 4, pp. 742-789
Persistent link: https://www.econbiz.de/10011408525
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An investigation into the substitutability of equity and mortgage REITs in real estate portfolios
Hansz, J. Andrew; Zhang, Ying; Zhou, Tingyu - In: The journal of real estate finance and economics 54 (2017) 3, pp. 338-364
Persistent link: https://www.econbiz.de/10011797622
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Long-run renewal of REIT property portfolio through strategic divestment
Suzuki, Masatomo; Ong, Seow-eng; Asami, Yasushi; … - In: The journal of real estate finance and economics 66 (2023) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10013542194
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Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020
Essa, Mohammad Sharik; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...
Persistent link: https://www.econbiz.de/10013545890
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Investing in mutual funds
Amporn Soongswang; Yosawee Sanohdontree - In: International journal of applied business and economic … 13 (2015) 2, pp. 605-618
Persistent link: https://www.econbiz.de/10011376753