Similar Search Results

Savor, Pavel - 2006

Persistent link: https://www.econbiz.de/10003965701

The growth payback, a reinterpretation of the PEG ratio

Dewally, Michael; Park, Jin Dong; Rhee, Moon-whoan; … - In: Journal of business and economic perspectives 41 (2014) 1, pp. 7-20

Persistent link: https://www.econbiz.de/10011339998

Heteroeneous forecasters and nonlinear expectation formation in US stock market

Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2015

We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectationformation process in the US stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time as...

Persistent link: https://www.econbiz.de/10010479018

Recent large-cap stock outperformance and its impact on US equities

Shapiro, Rob; Zheng, Fangze - In: The journal of investing : JOI 30 (2021) 5, pp. 95-106

Persistent link: https://www.econbiz.de/10012613204

Real Estate Risk in Equity Returns : Empirical Evidence from U.S. Stock Markets

Michel, Gaston (contributor) - 2009

Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross-sectional variation in equity returns. He shows that an...

Persistent link: https://www.econbiz.de/10013521240

Real estate risk in equity returns : empirical evidence from U.S. stock markets

Michel, Gaston - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003829197

Beyond the random walk : a guide to stock market anomalies and low risk investing

Singal, Vijay - 2004

Persistent link: https://www.econbiz.de/10001783632

Mésalignements, rentabilités et volatilité sur le marché des actions

Boucher, Christophe - In: Vie & sciences économiques : la revue des docteurs ès … 178 (2008), pp. 22-32

Persistent link: https://www.econbiz.de/10003710784

Asymmetric connectedness on the US stock market : bad and good volatility spillovers

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015

This paper suggests how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility … stocks at the disaggregate level. Moreover, the spillovers of bad and good volatility are transmitted at different magnitudes …

Persistent link: https://www.econbiz.de/10010509638

Asymmetric connectedness of stocks : how does bad and good volatility spill over the US stock market?

Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014

Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in … volatility may spill over at different magnitudes. This paper fills this gap with two contributions. One, we suggest how to … quantify asymmetries in volatility spillovers due to bad and good volatility. Two, using high frequency data covering most …

Persistent link: https://www.econbiz.de/10010407529

1
2
3
4
5
6
7
8
9
10
Next
Last