Discounting mean reverting cash flows with the capital asset pricing model

von Giaccotto, Carmelo
Veröffentlicht in The financial review (2007)

A simplified approach to risk analysis in capital budgeting with serially correlated cash flows

von Giaccotto, Carmelo
Veröffentlicht in The engineering economist (1984)

The random walk hypothesis of stock market prices reconsidered

von Giaccotto, Carmelo
Veröffentlicht 1978

Good news and bad news about firm-level stock returns of internationally exposed firms

von Giaccotto, Carmelo
Veröffentlicht in International review of finance (2014)

The St. Petersburg paradox and capital asset pricing

von Eisdorfer, Assaf
Veröffentlicht in Annals of finance (2016)

Foreign exchange risk and the term-structure of industry costs of equity

von Krapl, Alain
Veröffentlicht in Journal of international money and finance (2015)

Appraisal-based real estate returns under alternative market regimes

von Giaccotto, Carmelo
Veröffentlicht in American Real Estate and Urban Economics Association Journal of the American Real Estate & Urban Economics Association (1992)

Evaluating house price forecasts

von Clapp, John M.
Veröffentlicht in The journal of real estate research (2002)

A study of several new and existing tests for heteroscedasticity in the general linear model

von Ali, Mukhtar M.
Veröffentlicht in Journal of econometrics (1984)

Revisions in repeat-sales price indexes : here today, gone tomorrow?

von Clapp, John M.
Veröffentlicht in Real estate economics (1999)

Hypothesis testing in event studies : the case of variance changes

von Giaccotto, Carmelo
Veröffentlicht in Journal of economics & business (1996)

Estimating price trends for residential property : a comparison of repeat sales and assessed value methods

von Clapp, John M.
Veröffentlicht in The journal of real estate finance and economics (1992)

The influence of economic variables on local house price dynamics

von Clapp, John M.
Veröffentlicht in Journal of urban economics (1994)

Price indices based on the hedonic repeat-sales method : application to the housing market

von Clapp, John M.
Veröffentlicht in The journal of real estate finance and economics (1998)

Residential hedonic models : a rational expectations approach to age effects

von Clapp, John M.
Veröffentlicht in Journal of urban economics (1998)

Three new real estate price indices for Geneva, Switzerland

von Hoesli, Martin
Veröffentlicht in The journal of real estate finance and economics (1997)

Term structure of discount rates for firms in the insurance industry

von Giaccotto, Carmelo
Veröffentlicht in Insurance / Mathematics & economics (2020)

The wealth and information effects of insurersópen market stock repurchase announcements

von Born, Patricia
Veröffentlicht in Risk management and insurance review (2004)

The conditional performance of REIT stock repurchases

von Giambona, Erasmo
Veröffentlicht in The journal of real estate finance and economics (2006)

Do corporate managers skimp on shareholders' dividends to protect their own retirement funds?

von Eisdorfer, Assaf
Veröffentlicht in The journal of corporate finance (2015)