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Real Estate Risk in Equity Returns : Empirical Evidence from U.S. Stock Markets

Michel, Gaston (contributor) - 2009

Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross-sectional variation in equity returns. He shows that an...

Persistent link: https://www.econbiz.de/10013521240

Identifying Stock Market Bubbles : Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities

Karimov, Azar - 2017

parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and …Introduction -- Review on Research Conducted -- Theory of Conic Finance -- Stock Prices Follow a Brownian Motion …

Persistent link: https://www.econbiz.de/10012397431

Portfolio Analytics : An Introduction to Return and Risk Measurement

Marty, Wolfgang - 2015 - 2nd ed. 2015

portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios …

Persistent link: https://www.econbiz.de/10012401982

Portfolio Analytics : An Introduction to Return and Risk Measurement

Marty, Wolfgang - 2013

portfolio theory (MPT) and illustrates how the constraints interfere substantially in the construction of optimized portfolios …

Persistent link: https://www.econbiz.de/10013523036

Phänomen Luxusmarke : Identitätsstiftende Effekte und Determinanten der Markenloyalität

Büttner, Miriam; Huber, Frank; Regier, Stefanie; … - 2008 - 2., überarbeitete und erweiterte Auflage

Persistent link: https://www.econbiz.de/10013516993

Renditenanomalien in Deutschland und den USA

Artmann, Sabine Birgitt - 2011

der US-amerikanische Aktienmarkt mit Kennzahlen zu Marktstruktur und Marktverhalten im Vordergrund. Dazu gehören …1 Einleitung -- 2 Renditeanomalien am deutschen Aktienmarkt -- 3 Renditeanomalien unter dem Aspekt Marktstruktur und …

Persistent link: https://www.econbiz.de/10013516444

Volume Based Portfolio Strategies : Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks

Brändle, Alexander - 2010

Review of Studies on the Relationship between Trading Volume and Stock Returns -- Data and Methodology -- Results: Trading Volume and the Cross-Sectional Variation of Stock Returns -- Results: Time-Stability of Portfolio Returns -- Results: Economic Significance of Volume-Return Relations --...

Persistent link: https://www.econbiz.de/10012651069

Predictability of the Swiss Stock Market with Respect to Style

Scheurle, Patrick - 2010

Literature Review -- Return Predictability and the Real Economy -- Study Design and Data -- Empirical Part I - Testing for Predictability -- Forecasting Models -- Empirical Part II - Investment Strategies -- Conclusion

Persistent link: https://www.econbiz.de/10013522809

Consumption Structure and Macroeconomics : Structural Change and the Relationship Between Inequality and Growth

Foellmi, Reto (contributor) - 2005

This book offers a novel perspective that allows to incorporate changing consumption and production structure into models of economic growth. Starting from the empirical observation that income and consumption structure are closely related, it develops a tractable theoretical framework which...

Persistent link: https://www.econbiz.de/10013520497

Consumer Demand in the United States : Prices, Income, and Consumption Behavior

Taylor, Lester D. - 2010

Preliminaries -- and Overview -- Demand Theory Under Review -- Quantile Regression: A Robust Alternative to Least … the emerging connection between neuroscience and consumer behavior, integrating the economic literature on demand theory … resource for any researcher, student or professional economist working on consumer behavior or demand theory, as well as …

Persistent link: https://www.econbiz.de/10013521285