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International Portfolio Allocation under Model Uncertainty
Benigno, Pierpaolo - 2009
an additional hedging motif driven by the interaction between real exchange rate risk and ambiguity aversion. What … matters is the long-run as opposed to the short-run risk. Domestic equity is a good hedge with respect to long-run real … exchange rate risk even when bonds are traded. The higher is the degree of ambiguity aversion, the stronger is the home bias …
Persistent link: https://www.econbiz.de/10012463913
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International Portfolio Allocation Under Model Uncertainty
Benigno, Pierpaolo - 2010
an additional hedging motif driven by the interaction between real exchange rate risk and ambiguity aversion. What … matters is the long-run as opposed to the short-run risk. Domestic equity is a good hedge with respect to long-run real … exchange rate risk even when bonds are traded. The higher is the degree of ambiguity aversion, the stronger is the home bias …
Persistent link: https://www.econbiz.de/10012757854
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Attention allocation and heterogenous consumption responses
Luo, Yulei; Nie, Jun; Yin, Penghui - 2022
Persistent link: https://www.econbiz.de/10013367935
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The tradesports NFL prediction market : an analysis of market efficiency, transaction costs, and bettor preferences
O'Connor, Philip; Zhou, Feng - In: The journal of prediction markets 2 (2008) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10003723098
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The Power of Bad : The Negativity Bias in Consumer Sentiment Announcements on Stock Returns
Akhtar, Shumi M. - 2010
This paper examines the equity market reaction to consumer sentiment in the context of the sentiment index issued by the Melbourne Institute of Applied Economics and Social Research. Unlike the Michigan index in the US, which is announced in phases, this index is announced once per month, which...
Persistent link: https://www.econbiz.de/10013142195
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The power of bad : the negativity bias in Australian consumer sentiment announcements on stock returns
Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 35 (2011) 5, pp. 1239-1249
Persistent link: https://www.econbiz.de/10009245239
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Reprint of : stock salience and the asymmetric market effect of consumer sentiment news
Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 37 (2013) 11, pp. 4488-4500
Persistent link: https://www.econbiz.de/10010246979
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Will data on internet queries predict the performance in the marketplace : an empirical study on online searches and IPO stock returns
Kang, Hyoung Goo; Bae, Kyounghun; Jung Ah Shin; Jeon, … - In: Electronic commerce research 21 (2021) 1, pp. 101-124
Persistent link: https://www.econbiz.de/10012543722
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What are the odds? : underdog brands are consumer favorites
Borghesi, Richard; Naranjo, Andy; Ryngaert, Michael D. - In: Economics letters 221 (2022), pp. 1-3
Persistent link: https://www.econbiz.de/10014229937
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What drives consumers to adopt a sharing platform : an integrated model of value-based and transaction cost theories
Liang, Ting-Peng; Lin, Yi-Ling; Hou, Hsiao-Chi - In: Information & management : the internat. journal of … 58 (2021) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10012533618