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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

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

Skewness and asymmetry in futures returns and volumes

Eastman, Alexander M.; Lucey, Brian M. - In: Applied financial economics 18 (2008) 10/12, pp. 777-800

Persistent link: https://www.econbiz.de/10003739442

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