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Volatility relationship between stock performance and real output

Ahn, Eun S.; Lee, Jin Man - In: Applied financial economics 16 (2006) 11, pp. 777-784

Persistent link: https://www.econbiz.de/10003350994

Dependence patterns across financial markets : a mixed copula approach

Hu, Ling - In: Applied financial economics 16 (2006) 10, pp. 717-729

Persistent link: https://www.econbiz.de/10003334985

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

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

The price effects of FTSE 100 index revision : what drives the long-term abnormal return reversal?

Mazouz, Khelifa; Saadouni, Brahim - In: Applied financial economics 17 (2007) 4/6, pp. 501-510

Persistent link: https://www.econbiz.de/10003446111

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

The smooth transition GARCH model: application to international stock indexes

Khemiri, Rim - In: Applied financial economics 21 (2011) 7/9, pp. 555-562

Persistent link: https://www.econbiz.de/10009153250

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