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A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages
Masih, Abdul Mansur M. - In: Applied financial economics 7 (1997) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10001219239
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Stock return predictability or mismeasured risk?
Clare, Andrew D. - In: Applied financial economics 7 (1997) 6, pp. 679-687
Persistent link: https://www.econbiz.de/10001240753
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Regularities in the data between major equity markets : evidence from Granger causality tests
Smith, Kenneth L. - In: Applied financial economics 3 (1993) 1, pp. 55-60
Persistent link: https://www.econbiz.de/10001145266
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Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios
Morana, Claudio; Beltratti, Andrea - In: Applied financial economics 16 (2006) 14, pp. 1059-1073
Persistent link: https://www.econbiz.de/10003377864
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The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns
Verma, Rahul; Baklaci, Hasan; Soydemir, Gökçe A. - In: Applied financial economics 18 (2008) 16/18, pp. 1303-1317
Persistent link: https://www.econbiz.de/10003779380
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Rationality of analysts' earnings forecasts : evidence from dow 30 companies
Mohanty, Sunil; Aw, Edward N. W. - In: Applied financial economics 16 (2006) 12, pp. 915-929
Persistent link: https://www.econbiz.de/10003377846
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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
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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
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Volatility forecasting performance of two-scale realized volatility
Garg, S.; Vipul - In: Applied financial economics 24 (2014) 16/18, pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
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The impact of overnight returns on realized volatility
Tseng, Tseng-chan; Lai, Hung-Cheng; Lin, Cha-fei - In: Applied financial economics 22 (2012) 4/6, pp. 357-364
Persistent link: https://www.econbiz.de/10009581349