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Stock return volatility and information : an empirical analysis of Pacific Rim, UK and US equity markets

Fraser, Patricia - In: Applied financial economics 7 (1997) 3, pp. 241-253

Persistent link: https://www.econbiz.de/10001227557

Predictability, trends and seasonalities : an empirical analysis of UK investment trust portfolios, 1970 - 1989

Fraser, Patricia - In: Applied financial economics 2 (1992) 3, pp. 161-171

Persistent link: https://www.econbiz.de/10001136534

Persistence in UK share returns : some evidence from disaggregated data

MacDonald, Ronald - In: Applied financial economics 3 (1993) 1, pp. 27-38

Persistent link: https://www.econbiz.de/10001145270

The impact of corporate growth opportunities on the market response to new equity announcements

Burton, B. M.; Lonie, Alasdair A.; Power, David M. - In: Applied financial economics 10 (2000) 1, pp. 27-36

Persistent link: https://www.econbiz.de/10001525777

An empirical investigation of convergence among European equity markets

Fraser, Patricia - In: Applied financial economics 4 (1994) 2, pp. 149-157

Persistent link: https://www.econbiz.de/10001160474

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

Market vs. analysts reaction : the effect of aggregate and firm-specific news

Bagella, Michele; Becchetti, Leonardo; Ciciretti, Rocco - In: Applied financial economics 17 (2007) 4/6, pp. 299-312

Persistent link: https://www.econbiz.de/10003446011