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Intraday characteristics of stock price crashes
Ammann, Manuel; Kessler, Stephan - In: Applied financial economics 19 (2009) 13/15, pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042
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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
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Testing the CAPM across observed and fundamental returns
Berger, Dave - In: Applied financial economics 21 (2011) 7/9, pp. 625-636
Persistent link: https://www.econbiz.de/10009153240
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An empirical study of the returns on defaulted debt
Jacobs, Michael <Jr.> - In: Applied financial economics 22 (2012) 7/9, pp. 563-579
Persistent link: https://www.econbiz.de/10009624360
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The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
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Accounting information and excess stock returns : the role of the cost of capital ; new evidence from US firm-level data
Apergēs, Nikolaos; Artikis, George P.; Eleftheriou, Sofia - In: Applied financial economics 22 (2012) 4/6, pp. 321-329
Persistent link: https://www.econbiz.de/10009581364
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On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distribution of stock returns
Malevergne, Y.; Pisarenko, V.; Sornette, Didier - In: Applied financial economics 16 (2006) 3, pp. 271-289
Persistent link: https://www.econbiz.de/10003291893
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The cross section of expected futures returns and the Keynesian hypothesis
Miffre, Joëlle - In: Applied financial economics 13 (2003) 10, pp. 731-739
Persistent link: https://www.econbiz.de/10001777214
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Revisiting the holiday effect : is it on holiday?
Vergin, Roger C.; McGinnis, John - In: Applied financial economics 9 (1999) 5, pp. 477-482
Persistent link: https://www.econbiz.de/10001454997
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Stock returns and inflation : a new test of competing hypotheses
Siklos, Pierre L.; Kwok, Benjamin - In: Applied financial economics 9 (1999) 6, pp. 567-581
Persistent link: https://www.econbiz.de/10001525270