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1
Extreme events from the return-volume process : a discretization approach for complexity reduction
Bühlmann, Peter
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 267-278
Persistent link: https://www.econbiz.de/10001244166
Saved in:
2
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
3
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
Saved in:
4
The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
Saved in:
5
Estimation
of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang
;
Lee, Ming-chih
;
Hung, Jui-cheng
- In:
Applied financial economics
15
(
2005
)
15
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
Saved in:
6
Regime switching in stock market returns
Schaller, Huntley
- In:
Applied financial economics
7
(
1997
)
2
,
pp. 177-191
Persistent link: https://www.econbiz.de/10001227569
Saved in:
7
Short positions, size effect, and the liquidity hypothesis : implications for stock performance
Elfakhani, Said
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 105-116
Persistent link: https://www.econbiz.de/10001525820
Saved in:
8
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
Saved in:
9
Accounting information and excess stock returns : the role of the cost of capital ; new evidence from US firm-level data
Apergēs, Nikolaos
;
Artikis, George P.
;
Eleftheriou, Sofia
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 321-329
Persistent link: https://www.econbiz.de/10009581364
Saved in:
10
Effect of regulation FD on disclosures of information by firms
Lawrence, Edward R.
;
Karels, Gordon V.
;
Prakash, Arun J.
; …
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 979-996
Persistent link: https://www.econbiz.de/10009317451
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