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Characteristics of pricing errors in stocks implied by autocovariance and "drag"
Moor, Lieven de; Sercu, Piet - In: Applied economics letters 22 (2015) 10/12, pp. 999-1004
Persistent link: https://www.econbiz.de/10011286529
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The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian; Chen, Liya; Wang, Xiaoke; Zuo, Haomiao - In: Applied economics letters 22 (2015) 16/18, pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
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Equities as long-term inflation hedges : small versus large company stocks
Ciner, Cetin - In: Applied economics letters 22 (2015) 16/18, pp. 1395-1398
Persistent link: https://www.econbiz.de/10011380206
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New evidence of quarterly return patterns in the Spanish stock market
Ortiz, Cristina; Ortiz de Zárate, José María; … - In: Applied economics letters 22 (2015) 13/15, pp. 1025-1029
Persistent link: https://www.econbiz.de/10011312221
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Detecting jumps and regime switches in international stock markets returns
Chevallier, Julien; Goutte, Stéphane - In: Applied economics letters 22 (2015) 13/15, pp. 1011-1019
Persistent link: https://www.econbiz.de/10011312229
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Portuguese stock market returns and oil price variations
Marques, Sebastião Messias; Catalão-Lopes, Margarida - In: Applied economics letters 22 (2015) 7/9, pp. 515-520
Persistent link: https://www.econbiz.de/10010528817
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A spectral perspective on excess volatility
Livan, Giacomo; Alfarano, Simone; Milaković, Mishael; … - In: Applied economics letters 22 (2015) 7/9, pp. 745-750
Persistent link: https://www.econbiz.de/10010530017
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Effects of unusual R&D expenditures on stock returns : evidences from the listed companies in Taiwan
Li, Jian-fa; Lin, Yih-bey; Hong, Cheng-yih - In: Applied economics letters 19 (2012) 4/6, pp. 383-386
Persistent link: https://www.econbiz.de/10009630116
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Price discovery in commodity markets
Peri, Massimo; Baldi, Lucia; Vandone, Daniela - In: Applied economics letters 20 (2013) 4/6, pp. 397-403
Persistent link: https://www.econbiz.de/10009708694
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Day-of-the-week effect on the return and conditional variance of the H-shares index in Hong Kong
Chan, Hing-lin; Woo, Kai-yin - In: Applied economics letters 19 (2012) 1/3, pp. 243-249
Persistent link: https://www.econbiz.de/10009412610