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European stock market dependencies when price changes are unusually large
Schich, Sebastian T. - In: Applied financial economics 14 (2004) 3, pp. 165-177
Persistent link: https://www.econbiz.de/10001915455
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Macroeconomic determinants of long-term stock market comovements among major EMS countries
Cheung, Yin-Wong; Lai, Kon S. - In: Applied financial economics 9 (1999) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001363842
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Modelling and trading the Greek stock market with mixed neural network models
Dunis, Christian; Laws, Jason; Karathanassopoulos, Andreas - In: Applied financial economics 21 (2011) 22/24, pp. 1793-1808
Persistent link: https://www.econbiz.de/10009384778
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Seasonality in the Athens stock exchange
Mills, Terence C. (contributor) - In: Applied financial economics 10 (2000) 2, pp. 137-142
Persistent link: https://www.econbiz.de/10001525828
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Long memory in the Greek stock market
Barkoulas, John T.; Baum, Christopher F.; Travlos, … - In: Applied financial economics 10 (2000) 2, pp. 177-184
Persistent link: https://www.econbiz.de/10001526219
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Cross-sectional estimation of stock returns in small markets : the case of the Athens Stock Exchange
Leledakis, George; Davidson, Ian; Karathanassis, George A. - In: Applied financial economics 13 (2003) 6, pp. 413-426
Persistent link: https://www.econbiz.de/10001770756
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The euro and European stock market efficiency
Urquhart, Andrew - In: Applied financial economics 24 (2014) 19/21, pp. 1235-1248
Persistent link: https://www.econbiz.de/10010460186
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The constant elasticity of variance model : calibration, test and evidence from the Italian equity market
Ballestra, Luca Vincenzo; Pacelli, Graziella - In: Applied financial economics 21 (2011) 19/21, pp. 1479-1487
Persistent link: https://www.econbiz.de/10009356089
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The ex-date effect of rights issues : evidence from the Italian stock market
Bolognesi, Enrica; Gallo, Angela - In: Applied financial economics 23 (2013) 1/3, pp. 149-164
Persistent link: https://www.econbiz.de/10009719016
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Does the introduction of stock index futures effectively reduce stock market volatility? : Is the 'futures effect' immediate? ; Evidence from the Italian stock exchange using GARCH
Bologna, Pierluigi; Cavallo, Laura - In: Applied financial economics 12 (2002) 3, pp. 183-192
Persistent link: https://www.econbiz.de/10001640358