Similar Search Results

Nominal interest rates and loan volume with heterogeneous beliefs

Roll, Richard - In: Financial markets, institutions & instruments 6 (1997) 3

Persistent link: https://www.econbiz.de/10001227877

Integration and Contagion in US Housing Markets

Cotter, John - 2011

This paper explores integration and contagion among US metropolitan housing markets. The analysis applies Federal Housing Finance Agency (FHFA) house price repeat sales indexes from 384 metropolitan areas to estimate a multi-factor model of U.S. housing market integration. It then identifies...

Persistent link: https://www.econbiz.de/10013119463

Integration and Contagion in US Housing Markets

Gabriel, Stuart A. - 2011

Persistent link: https://www.econbiz.de/10013119573

Integration and Contagion in US Housing Markets

Cotter, John - 2012

Persistent link: https://www.econbiz.de/10013109618

A new perspective on the validity of the CAPM : still alive and well

Levy, Moshe; Roll, Richard - In: Journal of investment management : JOIM 10 (2012) 3, pp. 9-20

Persistent link: https://www.econbiz.de/10009656750

Serial acquirer bidding : an empirical test of the learning hypothesis

Aktas, Nihat; De Bodt, Eric; Roll, Richard - In: The journal of corporate finance : contracting, … 17 (2011) 1, pp. 18-32

Persistent link: https://www.econbiz.de/10008824127

Corporate serial acquisitions : an empirical test of the learning hypothesis

Aktas, Nihat (contributor); De Bodt, Eric (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003432829

Capital structure instability

DeAngelo, Harry; Roll, Richard - In: Journal of applied corporate finance : JACF 28 (2016) 4, pp. 38-52

Persistent link: https://www.econbiz.de/10011661457

The market portfolio may be mean/variance efficient after all

Levy, Moshe; Roll, Richard - In: The review of financial studies 23 (2010) 6, pp. 2464-2491

Persistent link: https://www.econbiz.de/10003976067

A New Perspective on the Validity of the CAPM : Still Alive and Well

Levy, Moshe - 2012

The Capital Asset Pricing Model (CAPM) has far-reaching practical implications for both investors and corporate managers. The model implies that the market portfolio is mean variance efficient, and thus advocates passive investment. It also provides the most widely used measure of risk, beta,...

Persistent link: https://www.econbiz.de/10013099436