Similar Search Results

Estimating banks' equity duration : a panel cointegration approach

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180

Persistent link: https://www.econbiz.de/10003760234

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

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

Dynamic interactions between private investment and the stock market : evidence from cointegration and error correction models

Laopodis, Nikiforos; Sawhney, Bansi L. - In: Applied financial economics 17 (2007) 4/6, pp. 257-269

Persistent link: https://www.econbiz.de/10003445977

Shrunken interest rate forecasts are better forecasts

Dorsey-Palmateer, Reid; Smith, Gary - In: Applied financial economics 17 (2007) 4/6, pp. 425-430

Persistent link: https://www.econbiz.de/10003446062

Binominal pricing of fixed-income securities for increasing and decreasing interest rate cases

Johnson, Robert S.; Zuber, Richard A.; Gandar, John M. - In: Applied financial economics 16 (2006) 14, pp. 1029-1046

Persistent link: https://www.econbiz.de/10003377862

An empirical analysis of structural models of corporate debt pricing

Teixeira, João C. A. - In: Applied financial economics 17 (2007) 13/15, pp. 1141-1165

Persistent link: https://www.econbiz.de/10003590559

Interest rate pass through and asymmetries in adjustable rate mortgages

Payne, James E. - In: Applied financial economics 17 (2007) 16/18, pp. 1369-1376

Persistent link: https://www.econbiz.de/10003605843

A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment

Behr, Andreas - In: Applied financial economics 17 (2007) 16/18, pp. 1479-1487

Persistent link: https://www.econbiz.de/10003605859

Does foreign ownership foster bank performance?

Lensink, Robert; Naaborg, Ilko - In: Applied financial economics 17 (2007) 10/12, pp. 881-885

Persistent link: https://www.econbiz.de/10003538031

1
2
3
4
5
6
7
8
9
10
Next
Last