Similar Search Results - EconBiz

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

Macroeconomic momentum and cross-sectional equity market indices

Zhang, Yu; Kappou, Konstantina; Urquhart, Andrew - In: Journal of international financial markets, … 92 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014535728

Liquidity Effects and FFA Returns in the International Shipping Derivatives Market

Alizadeh, Amir H. - 2015

The study examines the impact of liquidity risk on freight derivatives returns. The Amihud liquidity ratio and bid-ask spreads are utilized to assess the existence of liquidity risk in the freight derivatives market. Other macroeconomic variables are used to control for market risk. Results...

Persistent link: https://www.econbiz.de/10013018063

Risk-adjusted valuation for real option decisions

Alexander, Carol; Chen, Xi; Ward, Charles W. R. - In: Journal of economic behavior & organization : JEBO 191 (2021), pp. 1046-1064

Persistent link: https://www.econbiz.de/10013186689

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

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