Similar Search Results

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

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

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

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

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