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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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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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Panel data models with unobserved multiple time-varying effects to estimate risk premium of corporate bonds
Bada, Oualid; Kneip, Alois - 2010 - This version: October 19, 2010
We use a panel cointegration model with multiple time- varying individual effects to control for the enigmatic missing … Spread ; Systematic Risk Premium ; Panel Data Model with Interactive Fixed Effects ; Factor Analysis ; Dimensionality … Criteria ; Panel Cointegration …
Persistent link: https://www.econbiz.de/10009124813
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Long-term performance evaluation : methodological issues and empirical applications
Hoechle, Daniel - 2007
Persistent link: https://www.econbiz.de/10003591346
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Bubbles in health care : evidence from the U.S., U.K., and German stock markets
Chen, Mei-Ping; Lin, Yu-Hui; Tseng, Chun-Yao; Chen, Wen-Yi - In: The North American journal of economics and finance : a … 31 (2015), pp. 193-205
Persistent link: https://www.econbiz.de/10011514211
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A Closer Look at Return Predictability of the US Stock Market : Evidence from a Panel Variance Ratio Test
Kim, Jae H. - 2013
-to-market ratio, and industry. A novel panel variance ratio test is proposed and employed to evaluate time-varying return …
Persistent link: https://www.econbiz.de/10013086798
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Does the turbulence of the stock market terrify consumers? : evidence from a panel of U.S. States using pooled mean group estimation
Ebadi, Esmaeil - 2021
) estimation of 46 states over the period from 1998 to 2017. The findings confirm that the PMG estimates of the effect of stock …
Persistent link: https://www.econbiz.de/10012661246
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A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.; Isah, Kazeem; Ogbonnaya-Orji, Nnenna - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021