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Selection of stock markets: a factor analysis approach
Hui, Tak Kee; Tsui, Kai Chong; Chua, David - In: International Journal of Applied Management Science 2 (2010) 2, pp. 136-151
exclusion of dividends understates the benefits of diversification and has an influence on optimum portfolio selection and …
Persistent link: https://www.econbiz.de/10008755259
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The rate of return on everything, 1870- 2015
Jordà, Òscar; Knoll, Katharina; Kuvshinov, Dmitry; … - 2017
Persistent link: https://www.econbiz.de/10011784986
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The rate of return on everything, 1870-2015
Jordà, Òscar; Knoll, Katharina; Kuvshinov, Dmitry; … - 2018
This paper answers fundamental questions that have preoccupied modern economic thought since the 18th century. What is the aggregate real rate of return in the economy? Is it higher than the growth rate of the economy and, if so, by how much? Is there a tendency for returns to fall in the...
Persistent link: https://www.econbiz.de/10011794864
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Money demand in a banking time economy
Gillman, Max (contributor); Otto, Glenn (contributor) - 2003
Persistent link: https://www.econbiz.de/10002007325
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Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180
Persistent link: https://www.econbiz.de/10003760234
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Money demand in a banking time economy
Gillman, Max - 2003
Persistent link: https://www.econbiz.de/10013430566
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The present value model of U.S. stock prices revisited : long-run evidence with structural breaks, 1871-2012
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - 2017
regression models, 2010) as well as the cointegration tests developed in Arai and Kurozumi (Testing for the null hypothesis of … cointegration with a structural break, 2007) and Kejriwal (Cointegration with structural breaks: an application to the Feldstein …- Horioka Puzzle, 2008). The results obtained are consistent with the existence of linear cointegration between the log stock …
Persistent link: https://www.econbiz.de/10011745419
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Stock prices, dividends, and structural changes in the long-term : the case of U.S.
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012656930
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Are bond markets really overpriced : the case of the US
Clostermann, Jörg; Seitz, Franz - 2005
empirical part consists of a cointegration analysis with an error correction mechanism from the mid 80s until 2005. We are able …
Persistent link: https://www.econbiz.de/10012002995
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Dividend payouts : evidence from US bank holding companies in the context of the financial crisis
Abreu, José Filipe; Gulamhussen, Mohamed Azzim - In: The journal of corporate finance : contracting, … 22 (2013), pp. 54-65
Persistent link: https://www.econbiz.de/10010126256