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Deterministic versus stochastic volatility : implications for option pricing models

Brockman, Paul - In: Applied financial economics 7 (1997) 5, pp. 498-505

Persistent link: https://www.econbiz.de/10001229837

Domestic and external factors in interest rate determination

Caporale, Guglielmo Maria - In: Applied financial economics 7 (1997) 5, pp. 465-471

Persistent link: https://www.econbiz.de/10001229845

The relationship between US and Canadian wheat futures

Booth, G. Geoffrey - In: Applied financial economics 8 (1998) 1, pp. 73-80

Persistent link: https://www.econbiz.de/10001240660

An exploratory empirical analysis of the impact of the Federal Deposit Insurance Corporation Improvement Act of 1991 on bank failures in the United States

Cebula, Richard J. - In: Applied financial economics 7 (1997) 6, pp. 695-701

Persistent link: https://www.econbiz.de/10001240749

An exploratory analysis of the impact of budget deficits and other factors on the ex post real interest rate yield on tax-free municipal bonds in the United States

Cebula, Richard J. - In: Applied financial economics 24 (2014) 19/21, pp. 1297-1302

Persistent link: https://www.econbiz.de/10010460177

Mega-mergers in the US banking industry

Elfakhani, Said; Ghantous, Rita F.; Baalbaki, Imad - In: Applied financial economics 13 (2003) 8, pp. 609-622

Persistent link: https://www.econbiz.de/10001770863

Short positions, size effect, and the liquidity hypothesis : implications for stock performance

Elfakhani, Said - In: Applied financial economics 10 (2000) 1, pp. 105-116

Persistent link: https://www.econbiz.de/10001525820

The stock market and the Fed

Mattesini, Fabrizio; Becchetti, Leonardo - In: Applied financial economics 19 (2009) 1/3, pp. 99-110

This article investigates the reaction of the Federal Reserve to developments in the stock market. The issue is analysed by first constructing an Index of Stock Price Misalignment (ISPM) in which the fundamental value of the stocks is computed on the basis of the discounted cash flow approach...

Persistent link: https://www.econbiz.de/10003825824

Corporate social responsibility and stock market performance

Becchetti, Leonardo; Ciciretti, Rocco - In: Applied financial economics 19 (2009) 16/18, pp. 1283-1293

We analyse the performance of a large sample of Socially Responsible (SR) stocks relative to a Control Sample (CS) of equivalent size for 14 years. We find that individual SR stocks have on average significantly lower returns and unconditional variance than CS stocks when controlling for...

Persistent link: https://www.econbiz.de/10003886162

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