Similar Search Results - EconBiz

Options resilience during extreme volatility : evidence from the market events of May 2010

Cakici, Nusret; Goswami, Gautam; Tan, Sinan - In: Journal of banking & finance 49 (2014), pp. 262-274

Persistent link: https://www.econbiz.de/10010508034

Understanding the cross-section of the US housing bubble : the roles of lending, transaction costs, and rent growth

Goswami, Gautam; Tan, Sinan; Waisman, Maya - In: Journal of financial stability 15 (2014), pp. 76-90

Persistent link: https://www.econbiz.de/10011306479

Pricing the US Residential Asset Through the Rent Flow : A Cross-Sectional Study

Goswami, Gautam - 2013

The paper explores how the standard consumption-CAPM fares in pricing housing returns and regional rental income streams in a cross-section of regions. In particular, the paper estimates the Euler equations associated with the gross housing returns inclusive of house price appreciations and...

Persistent link: https://www.econbiz.de/10013095568

Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks and state-dependent transaction costs

Lynch, Anthony W.; Tan, Sinan - 2004

Persistent link: https://www.econbiz.de/10002499194

Labor income dynamics at business-cycle frequencies : implications for portfolio choice

Lynch, Anthony W.; Tan, Sinan - 2004

Persistent link: https://www.econbiz.de/10002503182

Three essays in dynamic portfolio choice

Tan, Sinan - 2006

Persistent link: https://www.econbiz.de/10009374264

Labor income dynamics at business-cycle frequencies : implications for portfolio choice

Lynch, Anthony W.; Tan, Sinan - In: Journal of financial economics 101 (2011) 2, pp. 333-359

Persistent link: https://www.econbiz.de/10009242850

Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks, and state-dependent transaction costs

Lynch, Anthony W.; Tan, Sinan - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1329-1368

Persistent link: https://www.econbiz.de/10009267672

Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors

Lynch, Anthony W.; Tan, Sinan - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1015-1053

Persistent link: https://www.econbiz.de/10008758049

Why do global firms use currency swaps? : Theory and evidence

Goswami, Gautam; Nam, Jouahn; Shrikhande, Milind M. - In: Journal of multinational financial management 14 (2004) 4/5, pp. 315-334

Persistent link: https://www.econbiz.de/10002164335

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