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Short-term overreaction, underreaction and efficient reaction : evidence from the London Stock Exchange

Spyrou, Spyros I.; Kassimatis, Konstantinos; … - In: Applied financial economics 17 (2007) 1/3, pp. 221-235

Persistent link: https://www.econbiz.de/10003427064

The monetary model of the exchange rate and equities : an ARDL bounds testing approach

Morley, Bruce - In: Applied financial economics 17 (2007) 4/6, pp. 391-397

Persistent link: https://www.econbiz.de/10003446043

Efficiency in the eurobond market : application of nonparametric techniques

Bonilla Musoles, María; García Menéndez, Leandro; … - In: Applied financial economics 17 (2007) 4/6, pp. 431-444

Persistent link: https://www.econbiz.de/10003446071

Pricing of non-ferrous metals futures on the London metal exchange

Watkins, Clinton; McAleer, Michael - In: Applied financial economics 16 (2006) 12, pp. 853-880

Persistent link: https://www.econbiz.de/10003377835

Efficiency tests of the UK financial futures markets and the impact of electronic trading systems

Evans, Twm - In: Applied financial economics 16 (2006) 17, pp. 1273-1283

Persistent link: https://www.econbiz.de/10003387422

The structure of retail markets : what do we learn from bank-specific rates?

Heffernan, Shelagh A.; Fu, Xiaoqing - In: Applied financial economics 19 (2009) 22/24, pp. 1873-1884

This article investigates the relationship between market structure and performance in the British retail banking market for the period 1993 to 2004. Using panel data estimation methods, both the Market Power (MP) and Efficient-Structure (ES) hypotheses are tested. This study is the first to...

Persistent link: https://www.econbiz.de/10003921099

Commodity futures price behaviour following large one-day price changes

Mazouz, Khelifa; Wang, Jian - In: Applied financial economics 24 (2014) 13/15, pp. 939-948

Persistent link: https://www.econbiz.de/10010410296

The horizon effect of stock return predictability and model uncertainty on portfolio choice : UK evidence

Li, Guangjie - In: Applied financial economics 21 (2011) 10/12, pp. 771-787

Persistent link: https://www.econbiz.de/10009231591

Examining market efficiency for large and small-capitalization of TOPIX and FTSE stock indices

Hung, Jui-cheng; Lee, Yen-Hsien; Pai, Tung-Yueh - In: Applied financial economics 19 (2009) 7/9, pp. 735-744

This article uses parametric and nonparametric Variance Ratio (VR) tests of Lo and Mackinlay (1988) and Wright (2000) to re-examine the weak-form Efficient Market Hypothesis (EMH) for the large- and small-capitalization stock indices of TOPIX (Tokyo Stock Price Index) and FTSE (Financial Times...

Persistent link: https://www.econbiz.de/10003842695

A re-examination of the predicting power of forward premia

Wang, Peijie - In: Applied financial economics 15 (2005) 17, pp. 1219-1225

Persistent link: https://www.econbiz.de/10003228794