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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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Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Persistent link: https://www.econbiz.de/10001671445
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Taming momentum crashes
Bianchi, Daniele; De Polis, Andrea; Petrella, Ivan - 2024
Persistent link: https://www.econbiz.de/10014529581
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Are investors moonstruck? : further international evidence on lunar phases and stock returns
Keef, Stephen P.; Khaled, Mohammed S. - In: Journal of empirical finance 18 (2011) 1, pp. 56-63
Persistent link: https://www.econbiz.de/10009301179
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The real estate risk premium : a developed/emerging country panel data analysis
D'Argensio, John-John; Laurin, Frédéric - 2008
Persistent link: https://www.econbiz.de/10003702593
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The real estate risk premium : a developed/emerging country panel data analysis
D'Argensio, John-John (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671660
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Assessing Time-Series Versus Cross-Sectional Influences in Panel Estimates : International Financial Architecture and Expected Equity Premia
Aggarwal, Raj - 2012
In the study of economic and financial panel data it is often important to differentiate between time-series and cross …-sectional effects. We present two estimation procedures that can do so and illustrate their application by examining international …-sectionally while other variables vary cross-sectionally but not across time. Using two different estimation procedures we find a …
Persistent link: https://www.econbiz.de/10013107186
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Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina; Gupta, Rangan; Jawadi, Fredj - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
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Factors and risk premia in individual international stock returns
Chaieb, Ines; Langlois, Hugues; Scaillet, Olivier - In: Journal of financial economics 141 (2021) 2, pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
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The sensitivity of credit default swap premium to global risk factor : evidence from emerging markets
Cepni, Oguzhan; Kucuksarac, Doruk; Yilmaz, M. Hasan - In: Economics letters 159 (2017), pp. 74-77
Persistent link: https://www.econbiz.de/10011903387