Narrow search
Showing 101 - 110 of 519,014
Cover Image
Monetary conditions, financial markets and asset price dynamics
Drescher, Christian - 2014 - neue Ausg
Persistent link: https://www.econbiz.de/10010339269
Cover Image
Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US
Bohl, Martin T.; Siklos, Pierre L. - 2001
Persistent link: https://www.econbiz.de/10001617689
Cover Image
Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US
Bohl, Martin T.; Siklos, Pierre L. - 2001
speculative bubbles and/or noise trading behavior. Our empirical findings for the US stock market covering the 1871:1 - 2000 …
Persistent link: https://www.econbiz.de/10010503717
Cover Image
Asset price bubbles from heterogeneous beliefs about mean reversion rates
Chen, Xi; Kohn, Robert V. - In: Finance and stochastics 15 (2011) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10009159110
Cover Image
House prices, expectations, and time-varying fundamentals
Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
Cover Image
Where are the sources of stock market mispricing and excess volatility?
Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 631-650
Persistent link: https://www.econbiz.de/10010246406
Cover Image
Nonlinearities and tests of asset price bubbles
Arora, Vipin; Shi, Shuping - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1421-1433
Persistent link: https://www.econbiz.de/10011481717
Cover Image
Beta Bubbles
Jylha, Petri - 2017
temporary increase in its CAPM beta estimate and a decrease in its CAPM alpha. The increasing effect of breadth of ownership on …-driven components of beta estimates that we find contribute to the empirical failure of the CAPM and the large returns to long …
Persistent link: https://www.econbiz.de/10012971144
Cover Image
Nonlinearities and Tests of Asset Price Bubbles
Arora, Vipin - 2014
We find that incorporating nonlinearities into tests of asset price bubbles has important consequences for the results …
Persistent link: https://www.econbiz.de/10013044861
Cover Image
Do factor models explain stock returns when prices behave explosively? : evidence from China
Wang, Shaoping; Yu, Lu; Zhao, Qing - In: Pacific-Basin finance journal 67 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013252942