Similar Search Results

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

The impact of news on measures of undiversifiable risk : evidence from the UK stock market

Brooks, Chris; Henry, Ólan Thomas John - 2000

Persistent link: https://www.econbiz.de/10001456109

Does orthogonalisation really purge equity-based property valuations of their general stock market influences?

Brooks, Chris - 1998

Persistent link: https://www.econbiz.de/10000985420

Property returns and the macroeconomy

Brooks, Chris - 1998

Persistent link: https://www.econbiz.de/10000985422

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

The trading profitability of forecasts of the gilt-equity yield ratio

Brooks, Chris; Persand, Gita - In: International journal of forecasting 17 (2001) 1, pp. 11-29

Persistent link: https://www.econbiz.de/10001549772

The impact of news on measures of unidiversifiable risk : evidence from the UK stock market

Brooks, Chris; Henry, Ólan Thomas John - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 487-507

Persistent link: https://www.econbiz.de/10001741987

What will be the risk-free rate and benchmark yield curve following European monetary union

Brooks, Chris; Skinner, Frank S. - In: Applied financial economics 10 (2000) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10001525805

Explaining Abnormal Returns in Stock Markets : An Alpha-Neutral Version of the CAPM

Rocciolo, Francesco - 2018

This paper develops a behavioural asset pricing model in which traders are not fully rational as is commonly assumed in the literature. The model derived is underpinned by the notion that agents' preferences are affected by their degree of optimism or pessimism regarding future market states. It...

Persistent link: https://www.econbiz.de/10012920063