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The spirit of capitalism and stock-market prices
Bakshi, Gurdip S. - In: The American economic review 86 (1996) 1, pp. 133-157
Persistent link: https://www.econbiz.de/10001201842
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Risk and return on technology stocks and the aggregate stock market
Khatchatrian, Varoujan - 2004
Persistent link: https://www.econbiz.de/10003384712
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Realwirtschaftliche Folgen von Vermögenspreisschwankungen : eine Kointegrationsanalyse für die Bundesrepublik Deutschland
Nastansky, Andreas - 2008 - 1. Auflage
Persistent link: https://www.econbiz.de/10003789486
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Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui; Savickas, Robert - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10003279769
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Does idiosyncratic risk matter : another look
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
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Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
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Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households
Bali, Turan G.; Gunaydin, A. Doruk; Jansson, Thomas; … - 2021
Contrary to the theoretical principle that higher risk is compensated with higher expected return, the literature shows that low-risk stocks outperform high-risk stocks. Using a large-scale household dataset, we provide an explanation for this puzzling result that the anomalous negative...
Persistent link: https://www.econbiz.de/10013240163
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Richer earnings dynamics, consumption and portfolio choice over the life cycle
Gálvez, Julio; Paz Pardo, Gonzalo - 2023
Households face earnings risk which is non-normal and varies by age and over the income distribution. We show that allowing for these rich features of earnings dynamics, in the context of a structurally estimated life-cycle portfolio choice model, helps to rationalize the limited participation...
Persistent link: https://www.econbiz.de/10014278693
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Property of Stocks and Wealth Effects on Consumption
Sousa, Ricardo M. - 2005
determinant of private consumption is analyzed, namely, by the consideration of wealth effects. It is also analyzed the potential … wealth effects associated to direct property are about 3.5 times superior to those associated to indirect property. Short … in income and in wealth and that the adjustment to long-run component is very slow, which constitutes an indicator that …
Persistent link: https://www.econbiz.de/10014083118
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Three essays on asset pricing and portfolio allocation
Zhang, Zhe - 2004
Persistent link: https://www.econbiz.de/10003387672