Similar Search Results

The asymmetric response of equity markets to sentiment risk : a new asset pricing model

Dhaoui, Abderrazak; Bourouis, Saad - In: Financial Market Dynamics after COVID 19 : The …, (pp. 37-55). 2022

Persistent link: https://www.econbiz.de/10013198540

Stock indices breakdown during the pandemic as the most dynamic bear market in history : consequences for individual investors

Da̧browski, Piotr - In: Risks : open access journal 10 (2022) 1, pp. 1-12

The breakdown of stock indices is an obvious part of the financial market cycle. A common question about a bear market is the time and the depth of the downtrend, as well as the speed of the following recovery. As the COVID-19 pandemic spread globally, it induced huge price drops in a very short...

Persistent link: https://www.econbiz.de/10012745415

Fundamentals unknown : momentum, mean-reversion and price-to-earnings trading in an artificial stock market

Schasfoort, Joeri; Stockermans, Christopher - 2017

The use of fundamentalist traders in the stock market models is problematic since fundamental values in the real world are unknown. Yet, in the literature to date, fundamentalists are often required to replicate key stylized facts. The authors present an agent-based model of the stock market in...

Persistent link: https://www.econbiz.de/10011723700

Market maturity and mispricing

Jacobs, Heiko - In: Journal of financial economics 122 (2016) 2, pp. 270-287

Persistent link: https://www.econbiz.de/10011590903

Essays in empirical asset pricing and international finance

Niu, Zilong - 2020

Persistent link: https://www.econbiz.de/10012172860

Essentials of Financial Economics : A Hands-On Approach

Donadelli, Michael; Costola, Michele; Gufler, Ivan - 2025

Choice under Uncertainty -- Modern Portfolio Theory -- The Capital Asset Pricing Model -- Empirical Analysis of the … CAPM -- The Consumption CAPM -- Arbitrage Pricing Theory and Multi-factor Models -- Empirical Cross-Sectional Asset Pricing … uncertainty, gradually advancing to topics such as intertemporal consumption choices and their impact on asset prices, before …

Persistent link: https://www.econbiz.de/10015397272

Taming the great depression : Keynes's personal investments in the US stock market, 1931-1939

Cristiano, Carlo; Marcuzzo, Maria Cristina; Sanfilippo, … - In: Economia politica : journal of analytical and … 35 (2018) 1, pp. 13-40

Persistent link: https://www.econbiz.de/10012001943

Equity Markets, Valuation, and Analysis

Baker, H. Kent - 2020

-- Part Three: Equity Investment Models and Strategies -- Part Four: Special Equity Topics -- Summary and Conclusions …

Persistent link: https://www.econbiz.de/10012267822

Investor tastes : implications for asset pricing in the public debt market

Shafron, Emily - In: The journal of corporate finance : contracting, … 55 (2019), pp. 6-27

Persistent link: https://www.econbiz.de/10011996521

A concave security market line

De Giorgi, Enrico; Post, Thierry; Yalçın, Atakan - In: Journal of banking & finance 106 (2019), pp. 65-81

Persistent link: https://www.econbiz.de/10012223950