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Trading frenzies and their impact on real investment

Goldstein, Itay; Ozdenoren, Emre; Yuan, Kathy - In: Journal of financial economics 109 (2013) 2, pp. 566-582

Persistent link: https://www.econbiz.de/10009784160

Liquidity-driven approach to dynamic asset allocation : evidence from the German stock market

Baitinger, Eduard; Fieberg, Christian; Poddig, Thorsten; … - In: Financial markets and portfolio management 29 (2015) 4, pp. 365-379

Persistent link: https://www.econbiz.de/10011444869

Preisblasen : zur Typologie von Preisbildungsphasen und deren anlagestrategischer Nutzung

Stöttner, Rainer - 1992

Diese Untersuchung verfolgt mehrere Ziele. Es soll ein Beitrag geleistet werden zur Klärung folgender Fragen: Welches sind die konstituierenden Merkmale von Preisblasen? Läßt sich die Existenz von Preisblasen empirisch nachweisen? Lassen sich Preisblasen von anderen typischen Phasen der...

Persistent link: https://www.econbiz.de/10010403853

Investment strategies and determinants in capital markets

Grabellus, Markus - 2014

Persistent link: https://www.econbiz.de/10010486731

Long-run relations between labor income, stock prices, and house prices and their implications for household decisions

Ascheberg, Marius; Kraft, Holger; Munk, Claus; Weiss, Farina - In: Essays on empirical asset pricing, dynamic asset …, (pp. 97-146). 2013

Persistent link: https://www.econbiz.de/10010412567

On modeling and measuring credit, recovery and liquidity risks

Cadena Ibarra, Juan Marcelo (contributor) - 2010

Persistent link: https://www.econbiz.de/10008750006

Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility

Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 579-629

Persistent link: https://www.econbiz.de/10003828273

Endogenous random asset prices in overlapping generations economies

Böhm, Volker; Deutscher, Nicole; Wenzelburger, Jan - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 23-38

Persistent link: https://www.econbiz.de/10002177113

The red queen principle and the emergence of efficient financial markets : an agent based approach

Markose, Sheri M.; Tsang, Edward; Martinez Jaramillo, … - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 287-303). 2005

Persistent link: https://www.econbiz.de/10002775717

Mean variance preferences, expectations formation, and the dynamics of random asset prices

Böhm, Volker; Chiarella, Carl - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 61-97

Persistent link: https://www.econbiz.de/10002582956

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