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Investor-fans? : An examination of the performance of publicly traded English Premier League teams

Zuber, Richard A.; Yiu, Patrick; Lamb, Reinhold P.; … - In: Applied financial economics 15 (2005) 5, pp. 305-313

Persistent link: https://www.econbiz.de/10002674377

In search of the source of informed trader information in the college football betting market

Dare, William H.; Gandar, John M.; Zuber, Richard A.; … - In: Applied financial economics 15 (2005) 3, pp. 143-152

Persistent link: https://www.econbiz.de/10002597685

The reaction of stock returns to Department of Homeland Security threat level changes

Mooney, Dennis; Zuber, Richard A.; Gandar, John M.; … - In: Applied financial economics 16 (2006) 5, pp. 361-369

Persistent link: https://www.econbiz.de/10003289269

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

The relationship between the S&P 500 spot and futures indices : brothers or cousins?

Chiu, Chien-liang; Chiang, Shu-mei; Kao, Feng - In: Applied financial economics 16 (2006) 5, pp. 405-412

Persistent link: https://www.econbiz.de/10003289287

Hedging with zero-value at risk hedge ratio

Hung, Jui-cheng; Chiu, Chien-liang; Lee, Mingchih - In: Applied financial economics 16 (2006) 3, pp. 259-269

Persistent link: https://www.econbiz.de/10003291892

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

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

Binominal pricing of fixed-income securities for increasing and decreasing interest rate cases

Johnson, Robert S.; Zuber, Richard A.; Gandar, John M. - In: Applied financial economics 16 (2006) 14, pp. 1029-1046

Persistent link: https://www.econbiz.de/10003377862

An empirical examination of the return distribution characteristics of agency mortgage pass-through securities

Fabozzi, Frank J.; Racheva-Iotova, Borjana; Stoyanov, … - In: Applied financial economics 16 (2006) 15, pp. 1085-1094

Persistent link: https://www.econbiz.de/10003385567