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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
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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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Significance of risk modelling in the term structure of interest rates
Halkos, George E.; Papadamou, Stephanos T. - In: Applied financial economics 17 (2007) 1/3, pp. 237-247
Persistent link: https://www.econbiz.de/10003427069
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Market vs. analysts reaction : the effect of aggregate and firm-specific news
Bagella, Michele; Becchetti, Leonardo; Ciciretti, Rocco - In: Applied financial economics 17 (2007) 4/6, pp. 299-312
Persistent link: https://www.econbiz.de/10003446011
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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
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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
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Equity style timing using support vector regressions
Nalbantov, Georgi; Bauer, Rob; Sprinkhuizen-Kuyper, Ida - In: Applied financial economics 16 (2006) 15, pp. 1095-1111
Persistent link: https://www.econbiz.de/10003385568
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Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process
Chiou, Jer-shiou; Wu, Pei-shan; Lee, Mingchih - In: Applied financial economics 16 (2006) 17, pp. 1309-1316
Persistent link: https://www.econbiz.de/10003387430
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Macroeconomic uncertainty and credit default swap spreads
Baum, Christopher F.; Wan, Chi - In: Applied financial economics 20 (2010) 13/15, pp. 1163-1171
Persistent link: https://www.econbiz.de/10009010296