Similar Search Results

Spillover effects from London and Frankfurt to Central and Eastern European stock markets

Harrison, Barry; Moore, Winston - In: Applied financial economics 19 (2009) 16/18, pp. 1509-1521

This article investigates comovement in stock markets between the emerging economies of Central and Eastern Europe (CEE) and the developed markets of Western Europe. Three approaches are employed to examine this issue. The first two approaches, time-varying realized correlation ratios and...

Persistent link: https://www.econbiz.de/10003886334

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 overreaction hypothesis in the UK market : empirical analysis

Mazouz, Khelifa; Li, Xiafei - In: Applied financial economics 17 (2007) 13/15, pp. 1101-1111

Persistent link: https://www.econbiz.de/10003590536

Bivariate and higher-order terms in models of international equity returns

Butler, Kirt Charles; Okada, Katsushi - In: Applied financial economics 17 (2007) 7/9, pp. 725-737

Persistent link: https://www.econbiz.de/10003491225

Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835

Persistent link: https://www.econbiz.de/10003537981

Offshore versus local listings of Taiwanese firms : evidence from London, New York and Taipei

Burdekin, Richard C. K.; Whited, Hsin-hui I. H. - In: Applied financial economics 21 (2011) 7/9, pp. 637-649

Persistent link: https://www.econbiz.de/10009153233

Are there threshold effects in the stock price-dividend relation? : the case of the US stock market, 1871 - 2004

Esteve García, Vicente; Prats Albentosa, María Asuncíon - In: Applied financial economics 18 (2008) 18/21, pp. 1533-1537

Persistent link: https://www.econbiz.de/10003799959

Approriate lag specification for daily responses of international stock markets

Tsutsui, Yoshirō; Hirayama, Kenjiro - In: Applied financial economics 14 (2004) 14, pp. 1017-1025

Persistent link: https://www.econbiz.de/10002377754

The leverage effect in the UK stock market

Chelley-Steeley, Patricia L.; Steeley, James M. - In: Applied financial economics 15 (2005) 6, pp. 409-423

Persistent link: https://www.econbiz.de/10002708209

The stability of risk factors in the UK stock market

Sufar Bahri, Saiful; Leger, Lawrence A. - In: Applied financial economics 11 (2001) 4, pp. 411-422

Persistent link: https://www.econbiz.de/10001595027