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A nonlinear model of asset returns with multiple shocks

Kahra, Hannu; Martin, Vance; Sarkar, Saikat - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 1, pp. 1-45

Persistent link: https://www.econbiz.de/10012054867

Bubbles in assets with finite life

Berestycki, Henri; Bruggeman, Cameron; Monneau, Regis; … - In: Mathematics and financial economics 13 (2019) 3, pp. 429-458

Persistent link: https://www.econbiz.de/10012055863

Predicting firm level stock returns : implications for asset pricing and economic links

McMillan, David G. - In: The British accounting review : the journal of the … 51 (2019) 4, pp. 333-351

Persistent link: https://www.econbiz.de/10012058758

Asset prices and wealth inequality in a simple model with idiosyncratic shocks

Salas, Sergio - In: Estudios de economía 44 (2017) 1, pp. 105-119

This paper analytically solves a heterogeneous agent model with idiosyncratic shocks to marginal utility of consumption and explores the effects of the borrowing constraint on the price of the asset, the composition of borrowers and lenders in the credit market, and wealth inequality. Results...

Persistent link: https://www.econbiz.de/10011980140

Asset pricing through capital market curve

Mondal, Dipankar; Selvaraju, N. - In: Logistics, supply chain and financial predictive …, (pp. 233-242). 2019

Persistent link: https://www.econbiz.de/10011980446

Revisiting Pastor-Stambaugh liquidity factor

Momani, Mohammad Q. M. - In: Economics letters 163 (2018), pp. 190-192

Persistent link: https://www.econbiz.de/10011983020

Financial distress and equity returns : a leverage-augmented three-factor model

Boubaker, Sabri; Hamza, Taher; Vidal-García, Javier - In: Research in international business and finance 46 (2018), pp. 1-15

Persistent link: https://www.econbiz.de/10011983541

Procyclical leverage in Europe and its role in asset pricing

Baltzer, Markus; Koehl, Alexandra; Reitz, Stefan - 2019

balance-sheet indicators for asset pricing. In particular, leverage shows a procyclical behavior with a positive price of risk …

Persistent link: https://www.econbiz.de/10011987800

A study on asset price fluctuation and the impact of foreign exchange rate on equity pricing

Panda, Manas Ranjan; Parida, Jayant Kumar - In: International journal of business policy and economics 11 (2018) 1, pp. 115-129

Persistent link: https://www.econbiz.de/10011989363

Anomaly interactions and the cross-section of stock returns

Karell, Ville; Yeomans, Julian Scott - In: Fuzzy economic review : the review of the International … 23 (2018) 1, pp. 33-61

Persistent link: https://www.econbiz.de/10012064870