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Why does the correlation between stock and bond returns vary over time?
Andersson, Magnus - In: Applied financial economics 18 (2008) 1/3, pp. 139-151
Persistent link: https://www.econbiz.de/10003739018
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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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Correlations, integration and Hansen-Jagannathan bounds
Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Applied financial economics 14 (2004) 16, pp. 1167-1180
Persistent link: https://www.econbiz.de/10002409057
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Asymmetric correlations in equity returns : a fundamental-based explanation
Ding, Liang; Miyake, Hiroyoki; Zou, Hao - In: Applied financial economics 21 (2011) 4/6, pp. 389-399
Persistent link: https://www.econbiz.de/10009124543
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Momentum strategy and credit risk
Lu, Su-lien; Lee, Kuo-jung; Yu, Chia-chang - In: Applied financial economics 24 (2014) 10/12, pp. 753-762
Persistent link: https://www.econbiz.de/10010402585
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Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana María; Miffre, Joëlle; Tan, Wooi-hou - In: Applied financial economics 19 (2009) 10/12, pp. 935-953
Persistent link: https://www.econbiz.de/10003856859
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Business cycles and the pre-holiday effect in stock returns
Liano, Kartono - In: Applied financial economics 4 (1994) 3, pp. 171-174
Persistent link: https://www.econbiz.de/10001164940
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On stocks, bonds and business conditions
Löflund, Anders - In: Applied financial economics 7 (1997) 2, pp. 137-146
Persistent link: https://www.econbiz.de/10001227576
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The financial structure of nonlisted firms
Hol, Suzan; Wijst, Nico van der - In: Applied financial economics 18 (2008) 7/9, pp. 559-568
Persistent link: https://www.econbiz.de/10003739220
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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