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The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
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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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Another look at the holiday effect
Gama, Paulo M.; Vieira, Elisabete F. S. - In: Applied financial economics 23 (2013) 19/21, pp. 1623-1633
Persistent link: https://www.econbiz.de/10010259754
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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Forecast of stock market based on nonharmonic analysis used on NASDAQ since 1985
Ichinose, Takafumi; Hirobayashi, Shigeki; Misawa, Tadanobu - In: Applied financial economics 22 (2012) 1/3, pp. 197-208
Persistent link: https://www.econbiz.de/10009419558
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Adaptive market hypothesis : evidence from the REIT market
Zhou, Jian; Lee, Jin Man - In: Applied financial economics 23 (2013) 19/21, pp. 1649-1662
Persistent link: https://www.econbiz.de/10010259752
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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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The overreaction hypothesis in the UK market : empirical analysis
Mazouz, Khelifa; Li, Xiafei - In: Applied financial economics 17 (2007) 13/15, pp. 1101-1111
Persistent link: https://www.econbiz.de/10003590536
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The effect of country risk ratings on market returns
Schnusenberg, Oliver; Madura, Jeff; Gleason, Kimberly - In: Applied financial economics 17 (2007) 16/18, pp. 1289-1299
Persistent link: https://www.econbiz.de/10003605831
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Testing the CAPM across observed and fundamental returns
Berger, Dave - In: Applied financial economics 21 (2011) 7/9, pp. 625-636
Persistent link: https://www.econbiz.de/10009153240