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Shareholders wealth effects and intra-industry signals from European financial institution consolidation announcements
Tsangarakis, Nickolaos V.; Tsirigotakis, Hlias K.; … - In: Applied financial economics 23 (2013) 22/24, pp. 1765-1782
Persistent link: https://www.econbiz.de/10010336233
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Clustering of shareholder annual meetings : a "new anomaly" in stock returns
Wang, Weishen; Hefner, Frank Louis - In: Applied financial economics 24 (2014) 16/18, pp. 1103-1110
Persistent link: https://www.econbiz.de/10010418951
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Have voluntary divestitures of US corporations increased shareholder wealth? : Empirical evidence from the life cycle
Pashley, Mary M. - In: Applied financial economics 3 (1993) 1, pp. 39-49
Persistent link: https://www.econbiz.de/10001145269
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Business conditions and nonrandom walk behaviour of US stocks and bonds returns
Jirasakuldech, Benjamas; Emekter, Riza; Lee, Unro - In: Applied financial economics 18 (2008) 7/9, pp. 659-672
Persistent link: https://www.econbiz.de/10003739279
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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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Momentum profits, nonnormality risks and the business cycle
Fuertes, Ana María; Miffre, Joëlle; Tan, Wooi-hou - In: Applied financial economics 19 (2009) 10/12, pp. 935-953
Persistent link: https://www.econbiz.de/10003856859
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The long-run performance of firms emerging from Chapter 11 bankruptcy
Jory, Surendranath R.; Madura, Jeff - In: Applied financial economics 20 (2010) 13/15, pp. 1145-1161
Persistent link: https://www.econbiz.de/10009010297
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The asymmetric impact of firm-specific and of index returns on the volatility processes of individual stocks
Voukelatos, Nikolaos - In: Applied financial economics 20 (2010) 19/21, pp. 1627-1638
Persistent link: https://www.econbiz.de/10009011576
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Long-term dependence of popular and neglected stocks
Zhao, Aiwu; Cheng, Spencer; Kang, Zhixin - In: Applied financial economics 23 (2013) 10/12, pp. 1005-1015
Persistent link: https://www.econbiz.de/10009772201
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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