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Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun; Shakur, Shamim - In: Applied financial economics 24 (2014) 7/9, pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
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Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 23 (2013) 7/9, pp. 749-765
Persistent link: https://www.econbiz.de/10009750989
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Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken; Rebonato, Riccardo - In: Applied financial economics 18 (2008) 18/21, pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
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Investigating the robustness of tests of the market efficiency hypothesis : contributions from cointegration techniques on the Canadian floating dollar
Masih, Abdul Mansur M. - In: Applied financial economics 5 (1995) 3, pp. 139-150
Persistent link: https://www.econbiz.de/10001185273
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Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
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A nonparametric test for marginal conditional stochastic dominance
Seiler, Edward J. - In: Applied financial economics 11 (2001) 2, pp. 173-177
Persistent link: https://www.econbiz.de/10001563346
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Comparing forecasting ability of parametric and non-parametric methods : an application with Canadian monthly interest rates
Saltoǧlu, Burak - In: Applied financial economics 13 (2003) 3, pp. 169-176
Persistent link: https://www.econbiz.de/10001742845
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Long range dependence in Stock market returns
Christodoulou-Volos, Christos; Siokis, Fotios M. - In: Applied financial economics 16 (2006) 18, pp. 1331-1338
Persistent link: https://www.econbiz.de/10003397226
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NASDAQ-listed European and Asia Pacific ADRs : does market-timing affect long-term performance?
Schaub, Mark - In: Applied financial economics 19 (2009) 4/6, pp. 339-345
Persistent link: https://www.econbiz.de/10003828499
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Time-variation in the value premium and the CAPM : evidence from European markets
Spyrou, Spyros I.; Kassimatis, Konstantinos - In: Applied financial economics 19 (2009) 22/24, pp. 1899-1914
Many previous studies document a robust premium for value versus growth stocks in international markets. We show that this premium is driven by few years where High Minus Low (HML) returns are high and significant. For instance, for 12 European markets the HML return is statistically...
Persistent link: https://www.econbiz.de/10003921102