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The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
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Feedback trading and the behavioural ICAPM : multivariate evidence across international equity and bond markets
Dean, Warren G.; Faff, Robert W. - In: Applied financial economics 21 (2011) 22/24, pp. 1665-1678
Persistent link: https://www.econbiz.de/10009385058
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Do consumption-based asset pricing models explain return predictability?
Marquering, Wessel A. - In: Applied financial economics 16 (2006) 14, pp. 1019-1027
Persistent link: https://www.econbiz.de/10003377861
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An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts' forecasts
Dopuch, Nicholas; Seethamraju, Chandra; Xu, Weihong - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10003727911
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Mean reversion of short-horizon stock returns : asymmetry property
Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine Chuck - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10003277970
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Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process
Chiou, Jer-shiou; Wu, Pei-shan; Lee, Mingchih - In: Applied financial economics 16 (2006) 17, pp. 1309-1316
Persistent link: https://www.econbiz.de/10003387430
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The cross section of expected futures returns and the Keynesian hypothesis
Miffre, Joëlle - In: Applied financial economics 13 (2003) 10, pp. 731-739
Persistent link: https://www.econbiz.de/10001777214
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Effect of regulation FD on disclosures of information by firms
Lawrence, Edward R.; Karels, Gordon V.; Prakash, Arun J.; … - In: Applied financial economics 21 (2011) 13/15, pp. 979-996
Persistent link: https://www.econbiz.de/10009317451
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Equity style timing using support vector regressions
Nalbantov, Georgi; Bauer, Rob; Sprinkhuizen-Kuyper, Ida - In: Applied financial economics 16 (2006) 15, pp. 1095-1111
Persistent link: https://www.econbiz.de/10003385568
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Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar; D'Ouville, Edmond L.; … - In: Applied financial economics 16 (2006) 5, pp. 377-384
Persistent link: https://www.econbiz.de/10003289274