Browsing Economists Online Collection & RePEc by Subject "G14"

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All their eggs in one basket : portfolio diversification of US households

Kelly, Morgan (Elsevier Science B.V., 1995-06)

This paper uses data from the Survey of Consumer Finances to assess how well mean-variance efficiency describes the portfolio diversification of US households. It does not seem to work well. The median stockholder owns a ...
International influences on Irish stock returns

Bredin, Donal ; Hyde, Stuart (University College Dublin. School of Business. Centre for Financial Markets, 2004-03)

We examine the influence of US and UK macroeconomic and financial variables on Irish stock returns in a nonlinear framework. We allow for time variation via regime switching using a smooth transition regression (STR) ...