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The equity premium puzzle and two assets : GMM estimation
Chung, Chune Young; Fard, Amirhossein - In: Applied economics letters 31 (2024) 13, pp. 1188-1194
Persistent link: https://www.econbiz.de/10014558774
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Noise traders : a new approach to understand the phantom of stock markets
Baklaci, H. F.; Olgun, O.; Can, E. - In: Applied economics letters 18 (2011) 10/12, pp. 1035-1041
Persistent link: https://www.econbiz.de/10009317599
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Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures
Pati, Pratap Chandra; Rajib, Prabina - In: Applied economics letters 18 (2011) 4/6, pp. 567-574
Persistent link: https://www.econbiz.de/10009233520
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Financial connectedness revisited : the role of Fama-French risk factors
Yang, Kisung; Kim, Myeong Hyeon; Kim, Young Min - In: Applied economics letters 26 (2019) 10, pp. 850-856
Persistent link: https://www.econbiz.de/10012204399
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An augmented Fama and French three-factor model : new evidence from an emerging stock market
Bundoo, Sunil Kumar - In: Applied economics letters 15 (2008) 13/15, pp. 1213-1218
Persistent link: https://www.econbiz.de/10003801375
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Extracting shadow exchange rates and foreign exchange premia during currency crises : an example from Egypt
Bassiouny, Aliaa; Tooma, Eskandar A. - In: Applied economics letters 26 (2019) 1, pp. 32-36
Persistent link: https://www.econbiz.de/10012204124
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A novel measure of liquidity premium : application to the Korean stock market
Hur, Seok-kyun; Chung, Chune Young - In: Applied economics letters 25 (2018) 3, pp. 211-215
Persistent link: https://www.econbiz.de/10011853844
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Security design, market risk and round quotes in the treasury bond market
Nikiforov, Andrei; Pilotte, Eugene A. - In: Applied economics letters 26 (2019) 12, pp. 971-977
Persistent link: https://www.econbiz.de/10012204456
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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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The price of corporate acquisition : determinants of cash takeover premia
Gondhalekar, Vijay B.; Sant, R. Raymond; Ferris, Stephen P. - In: Applied economics letters 11 (2004) 12, pp. 735-739
Persistent link: https://www.econbiz.de/10002244393