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Housing and equity bubbles : are they contagious to REITs?

Nneji, Ogonna; Brooks, Chris; Ward, Charles W. R. - 2011

Persistent link: https://www.econbiz.de/10009375509

The performance effects of composition changes on sector specific stock indices : the case of European listed real estate

Brooks, Chris; Kappou, Konstantina; Stevenson, Simon; … - In: International review of financial analysis 29 (2013), pp. 132-142

Persistent link: https://www.econbiz.de/10010244117

Liquidity shocks and stock bubbles

Nneji, Ogonna - In: Journal of international financial markets, … 35 (2015), pp. 132-146

Persistent link: https://www.econbiz.de/10011474769

Liquidity shocks and stock bubbles

Nneji, Ogonna - 2013

Persistent link: https://www.econbiz.de/10009782732

Liquidity Shocks and Stock Bubbles

Nneji, Ogonna - 2014

This study presents and empirically tests a simple framework that examines the effects of market liquidity (the ease with which stocks are traded) and funding liquidity (the ease with which market participants can obtain funding) on stock market bubbles. Three key findings emerge from this...

Persistent link: https://www.econbiz.de/10013063524

Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models

Avino, Davide; Nneji, Ogonna - In: International review of financial analysis 34 (2014), pp. 262-274

Persistent link: https://www.econbiz.de/10010529033

Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia

Brooks, Chris; Henry, Ólan Thomas John - In: Economic modelling 17 (2000) 4, pp. 497-513

Persistent link: https://www.econbiz.de/10001533881

Linear and non-linear transmission of equity return volatility : evidence from the US, Japan and Australia

Brooks, Chris; Henry, Ólan T. - 1999

Persistent link: https://www.econbiz.de/10001364282

Linkages between property asset returns and interest rates : evidence for the UK

Brooks, Chris; Tsolacos, Sotiris - In: Applied economics 33 (2001) 6, pp. 711-719

Persistent link: https://www.econbiz.de/10001575682

Rational speculative bubbles : an empirical investigation of the London Stock Exchange

Brooks, Chris; Katsaris, Apostolos - In: Bulletin of economic research 55 (2003) 4, pp. 319-346

Persistent link: https://www.econbiz.de/10001837809