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Credit rating downgrade risk on equity returns
Brakatsoulas, Periklis; Kukacka, Jiri - 2020
across several estimation methods. Panel Granger causality test results indicate that there indeed is a Granger … for a panel of predominantly mid- and large-cap entities. Using credit transition matrices and rating histories from 48 US …
Persistent link: https://www.econbiz.de/10012242861
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African stock market returns and liquidity premia
Assefa, Tibebe Abebe; Mollick, André Varella - In: Journal of international financial markets, … 32 (2014), pp. 325-342
Persistent link: https://www.econbiz.de/10011299789
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Topics in applied time series analysis and panel econometrics
Gorenflo, Marcel - 2013
Persistent link: https://www.econbiz.de/10009744295
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Extreme daily returns and the cross-section of expected returns : evidence from Brazil
Berggrun, Luis; Cardona, Emilio; Lizarzaburu, Edmundo - In: Journal of business research : JBR 102 (2019), pp. 201-211
Persistent link: https://www.econbiz.de/10012103964
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Margin loans and stock market bubbles : an analytical models and empirical tests of selected results
Ricke, Markus - 2006
Persistent link: https://www.econbiz.de/10003348576
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Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong - 2004
Persistent link: https://www.econbiz.de/10003551684
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Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Trotz jahrzehntelanger Forschung zur Gültigkeit der Hypothese informationseffizienter Kapitalmärkte (EMH) sind wesentliche damit verbundene Fragestellungen noch immer ungeklärt. Eine ist diejenige nach der Existenz und der Erklärung von zeitvariablen Überrenditen ("Time Varying Excess...
Persistent link: https://www.econbiz.de/10011402080
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Asset prices in a lifecycle economy
Farmer, Roger E. A. - 2014
Persistent link: https://www.econbiz.de/10010363302
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Asset prices in a lifecycle economy
Farmer, Roger E. A. - 2014
Persistent link: https://www.econbiz.de/10010339678
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Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Persistent link: https://www.econbiz.de/10001671445