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A Singaporean study on macroeconomic variables impacting stock returns
Goh, Boon Leng Mark; Talib, Ameen Ali - In: Inventi impact: emerging economies (2018) 2, pp. 68-86
Persistent link: https://www.econbiz.de/10012241655
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The relationships between real estate price and expected financial asset risk and return : theory and empirical evidence
Fan, Gang-zhi; Huszár, Zsuzsa R.; Zhang, Weina - In: The journal of real estate finance and economics 46 (2013) 4, pp. 568-595
Persistent link: https://www.econbiz.de/10009750329
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Long-term memory in stock market returns : international evidence
Sadique, Shibley; Silvapulle, Paramsothy - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 59-67
Persistent link: https://www.econbiz.de/10001550198
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Co-movements and dynamic interrelationships in Pacific Basin stock markets
Corhay, Albert - 1994
Persistent link: https://www.econbiz.de/10001340266
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Long-term memory in stock market prices : international evidence
Sadique, Shibley; Silvapulle, Param - 1998
Persistent link: https://www.econbiz.de/10001378658
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Bank asset valuation and risk in Australasia : the market's evaluation
Eckhold, Kelly R. - 1994
Persistent link: https://www.econbiz.de/10000913235
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The Relationships between Real Estate Price and Expected Financial Asset Risk and Return : Theory and Empirical Evidence
Fan, Gang-Zhi - 2013
In pricing real estate with indifference pricing approach, market incompleteness is shown to significantly alter the conventional pricing relationships between real estate and financial asset. Specifically, we focus on the pricing implication of market comovement because comovement tends to be...
Persistent link: https://www.econbiz.de/10013084932
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The Relationships between Real Estate Price and Expected Financial Asset Risk and Return : Theory and Empirical Evidence
Fan, Gang-Zhi - 2017
In pricing real estate with indifference pricing approach, market incompleteness significantly distorts the conventional pricing relationships between real estate and financial asset. In this paper, we focus on the pricing implication of market comovement because comovement tends to be stronger...
Persistent link: https://www.econbiz.de/10012976810
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Asymmetric dynamics in stock market volatility
Karunanayake, Indika; Valadkhani, Abbas - In: Economic papers : a journal of applied economics and policy 30 (2011) 2, pp. 279-287
Persistent link: https://www.econbiz.de/10009158805
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The impact of volatility shifts on market efficiency : the case of four emerging Southeast Asian stock markets
Tan, Hui Boon; Wong, Mei-Foong; Elshareif, Elgilani Eltahir - In: Global business & economics review 17 (2015) 2, pp. 203-216
Persistent link: https://www.econbiz.de/10011337092