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The relationship between bond returns and inflation in a collected economy

Sabov, Zoltan; Murphy, Austin - In: Economics of planning : an international journal … 32 (1999) 2, pp. 89-101

Persistent link: https://www.econbiz.de/10001425460

Scientific investment analysis

Murphy, Austin - 2000 - [2nd ed.]

Persistent link: https://www.econbiz.de/10001365519

An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany

Murphy, Austin; Schlag, Christian - In: Global finance journal 10 (1999) 1, pp. 35-52

Persistent link: https://www.econbiz.de/10001417648

An empirical analysis of segmented pricing of bond systematic risk

Benzschawel, Terry; Fu, Liang; Murphy, Austin - In: Credit and capital markets : Kredit und Kapital 47 (2014) 3, pp. 439-464

Persistent link: https://www.econbiz.de/10010433255

An empirical examination of ex ante estimates of the market risk premium

Murphy, Austin; Fu, Liang; Benzschawel, Terry - In: The journal of investing 23 (2014) 2, pp. 51-58

Persistent link: https://www.econbiz.de/10011313428

Systematic risk and yield premiums in the bond market

Fu, Liang; Murphy, Austin; Benzschawei, Terry - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 1-40

Persistent link: https://www.econbiz.de/10011298058

Summary of "an empirical analysis of priced systematic risk on bonds and market segmentation"

Murphy, Austin; Benzschawel, Terry; Fu, Liang - In: Proceedings of the Second International Conference on …, (pp. 116-119). 2014

Persistent link: https://www.econbiz.de/10011388084

An empirical analysis of investor confidence incorporated in market prices

Murphy, Austin; Fu, Liang - In: The journal of behavioral finance : a publication of … 20 (2019) 3, pp. 267-293

Persistent link: https://www.econbiz.de/10012180508

The resource-constrained brain : a new perspective on the equity premium puzzle

Siddiqi, Hammad; Murphy, Austin - In: The journal of behavioral finance : a publication of … 24 (2023) 3, pp. 315-332

Persistent link: https://www.econbiz.de/10014330975

Resource Allocation in the Brain and the Capital Asset Pricing Model

Siddiqi, Hammad; Murphy, Austin - 2021

Using recent findings from brain sciences, we model the human brain as solving two optimization problems instead of one, which are (i) optimal resource allocation in the brain and (ii) mean-variance optimization. This changes the classical CAPM in only one way: an alpha appears which provides a...

Persistent link: https://www.econbiz.de/10013250948