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Fractional integration in the stock market volatility series

Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 5 (2002) 8, pp. 775-783

Persistent link: https://www.econbiz.de/10001763176

Measuring the memory parameter on several transformations of asset returns

Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 8 (2005) 6, pp. 675-692

Persistent link: https://www.econbiz.de/10003133833

Impact of managerial control on IPO performance the case of mutual holding companies

Johnston, Jarrod; Madura, Jeff - In: Applied financial economics 16 (2006) 8, pp. 629-637

Persistent link: https://www.econbiz.de/10003328515

Takeovers of newly public targets

Akhigbe, Aigbe O.; Jory, Surendranath R.; Madura, Jeff - In: Applied financial economics 19 (2009) 19/21, pp. 1523-1530

While studies have documented that Initial Public Offering (IPO) aftermarket performance is weak, little is known about how the aftermarket performance is affected by takeovers of the newly public firms. We find that the aftermarket performance of IPOs is more favourable for those newly public...

Persistent link: https://www.econbiz.de/10003904290

Testing for stock market bubbles using nonlinear models and fractional integration

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321

Persistent link: https://www.econbiz.de/10003605836

How accounting fraud has changed merger valuation

Madura, Jeff; Ngo, Thanh - In: Applied financial economics 20 (2010) 10/12, pp. 923-940

Persistent link: https://www.econbiz.de/10009009802

The long-run performance of firms emerging from Chapter 11 bankruptcy

Jory, Surendranath R.; Madura, Jeff - In: Applied financial economics 20 (2010) 13/15, pp. 1145-1161

Persistent link: https://www.econbiz.de/10009010297

The weekly structure of US stock prices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764

Persistent link: https://www.econbiz.de/10009384839

The relationship between the S&P 500 spot and futures indices : brothers or cousins?

Chiu, Chien-liang; Chiang, Shu-mei; Kao, Feng - In: Applied financial economics 16 (2006) 5, pp. 405-412

Persistent link: https://www.econbiz.de/10003289287

Hedging with zero-value at risk hedge ratio

Hung, Jui-cheng; Chiu, Chien-liang; Lee, Mingchih - In: Applied financial economics 16 (2006) 3, pp. 259-269

Persistent link: https://www.econbiz.de/10003291892