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Can macroeconomic variables explain long-term stock market movements? : a comparison of the US and Japan

Humpe, Andreas; Macmillan, Peter - In: Applied financial economics 19 (2009) 1/3, pp. 111-119

Persistent link: https://www.econbiz.de/10003825829

Estimation of value-at-risk under jump dynamics and asymmetric information

Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106

Persistent link: https://www.econbiz.de/10003213436

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

Examining market efficiency for large and small-capitalization of TOPIX and FTSE stock indices

Hung, Jui-cheng; Lee, Yen-Hsien; Pai, Tung-Yueh - In: Applied financial economics 19 (2009) 7/9, pp. 735-744

This article uses parametric and nonparametric Variance Ratio (VR) tests of Lo and Mackinlay (1988) and Wright (2000) to re-examine the weak-form Efficient Market Hypothesis (EMH) for the large- and small-capitalization stock indices of TOPIX (Tokyo Stock Price Index) and FTSE (Financial Times...

Persistent link: https://www.econbiz.de/10003842695

Estimating structural exchange rate models by artificial neural networks

Plasmans, Joseph; Verkooijen, William; Daniels, Hennie - In: Applied financial economics 8 (1998) 5, pp. 541-551

Persistent link: https://www.econbiz.de/10001363830