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The allure of homophily in social media : evidence from investor responses on virtual communities

Gu, Bin; Konana, Prabhudev; Raghunathan, Rajagopal; … - In: Information systems research : ISR 25 (2014) 3, pp. 604-617

Persistent link: https://www.econbiz.de/10010469105

A model of cycles and bubbles under heterogeneous beliefs in financial markets

Burs, Carina - 2023

Persistent link: https://www.econbiz.de/10014225865

Non-standard preferences in asset pricing and household finance

Goossens, Jorgo - 2023

Persistent link: https://www.econbiz.de/10013549809

Uncertainty and sentiments in asset prices

Berardi, Michele - In: Journal of economic behavior & organization : JEBO 202 (2022), pp. 498-516

Persistent link: https://www.econbiz.de/10013552447

CAPM in real world : risk-friendly investments

Floros, Christos; Kountzakis, Christos; Alghalith, Moawia - In: Annals of financial economics 19 (2024) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10015323607

Theoretical asset pricing under behavioral decision making

Vries, Martijn Alexander de - 2022

Persistent link: https://www.econbiz.de/10013263004

Underlying asset liguidity, heterogeneously informed investors, and REITs excess return

Lu, Chia-wu; Chen, Tsung-kang; Liao, Hsien-hsing - In: Managerial finance 40 (2014) 1, pp. 72-96

Persistent link: https://www.econbiz.de/10010252087

Regime switches in the risk-return trade-off

Ghysels, Eric; Guérin, Pierre; Marcellino, Massimiliano - 2013

This paper deals with the estimation of the risk-return trade-off. We use a MIDAS model for the conditional variance and allow for possible switches in the risk-return relation through a Markov-switching specification. We find strong evidence for regime changes in the risk-return relation. This...

Persistent link: https://www.econbiz.de/10010225468

What drives the premium labour model, beta instability risk or human capital? : evidence for the UK

Soufian, Mona; McMillan, David G.; Horsburgh, Stuart - In: Managerial finance 39 (2013) 12, pp. 1188-1200

Persistent link: https://www.econbiz.de/10010197615

Macroeconomic factors and company value in the context of the Ohlson residual income valuation model : empirical findings from Greece

Vergos, Konstantinos; Christopoulos, Apostolos G.; … - In: International journal of sustainable economies … 2 (2013) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10010243601