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The volatility effects of nontrading for stock market returns

VanderWeele, Tyler J. - In: Applied financial economics 17 (2007) 13/15, pp. 1037-1041

Persistent link: https://www.econbiz.de/10003590364

Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835

Persistent link: https://www.econbiz.de/10003537981

Multivariate tests of asset pricing : simulation evidence from an emerging market

Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Applied financial economics 20 (2010) 4/6, pp. 381-395

The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...

Persistent link: https://www.econbiz.de/10003963264

Financial structure and economic growth : evidence from time series analyses

Arestis, Philip; Luintel, Ambika D.; Luintel, Kul Bahadur - In: Applied financial economics 20 (2010) 19/21, pp. 1479-1492

Persistent link: https://www.econbiz.de/10009011600

Data snooping and the global accrual anomaly

Leippold, Markus; Lohre, Harald - In: Applied financial economics 22 (2012) 7/9, pp. 509-535

Persistent link: https://www.econbiz.de/10009624402

Post-crisis cost efficiency of Jamaican banks

Daley, Jenifer; Matthews, Kent; Zhang, Tiantian - In: Applied financial economics 23 (2013) 19/21, pp. 1599-1607

Persistent link: https://www.econbiz.de/10010259757

Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis

Tamakoshi, Go; Hamori, Shigeyuki - In: Applied financial economics 24 (2014) 1/3, pp. 139-143

Persistent link: https://www.econbiz.de/10010391461

Asymmetric dynamics in UK real interest rates

Coakley, Jerry; Fuertes, Ana María - In: Applied financial economics 12 (2002) 6, pp. 379-387

Persistent link: https://www.econbiz.de/10001671108

Recovering the moments of information flow and the normality of asset returns

Murphy, Anthony; Izzeldin, Marwan - In: Applied financial economics 20 (2010) 10/12, pp. 761-769

Persistent link: https://www.econbiz.de/10009009840

Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches

Reeves, Jonathan J.; Xie, Xuan - In: Applied financial economics 24 (2014) 4/6, pp. 347-356

Persistent link: https://www.econbiz.de/10010399705