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Bond and stock market response to unexpected dividend changes

Tsai, Hui-Ju; Wu, Yangru - In: Journal of empirical finance 30 (2015), pp. 1-15

Persistent link: https://www.econbiz.de/10011489208

Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries

Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: The North American journal of economics and finance : a … 31 (2015), pp. 311-329

Persistent link: https://www.econbiz.de/10011514255

Equity-bond returns correlation and the bond yield : evidence of switching behaviour from the G7 markets

Humpe, Andreas; McMillan, David G. - In: Credit and capital markets : Kredit und Kapital 49 (2016) 3, pp. 415-444

Persistent link: https://www.econbiz.de/10011555125

Do REITs outperform stocks and fixed-income assets? : new evidence from mean-variance and stochastic dominance approaches

Chiang, Thomas C.; Hooi Hooi Lean; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 1 (2008) 1, pp. 1-40

This paper re-examines the performance of REITs, stocks, and fixed-income assets based on the preferences of risk-averse and risk-seeking investors using mean-variance and stochastic dominance approaches. Our findings indicate no first-order stochastic dominance and no arbitrage opportunity...

Persistent link: https://www.econbiz.de/10011556251