Narrow search
Showing 1 - 10 of 142
Cover Image
Calendar anomalies in the Turkish foreign exchange markets
Aydoğan, Kürşat; Booth, G. Geoffrey - In: Applied financial economics 13 (2003) 5, pp. 353-360
Persistent link: https://www.econbiz.de/10001760612
Cover Image
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.; Samitas, Aristeidis; … - In: Applied financial economics 24 (2014) 19/21, pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Cover Image
Technical analysis in foreign exchange markets : evidence from the EMS
Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - In: Applied financial economics 13 (2003) 2, pp. 113-122
Persistent link: https://www.econbiz.de/10001725731
Cover Image
American depository receipts and calendar anomalies
Bouges, Janie Casello; Jain, Ravi; Puri, Yash R. - In: Applied financial economics 19 (2009) 1/3, pp. 17-25
This is the first study to examine the presence of calendar anomalies in American Depository Receipts (ADR) returns. Existing literature has documented several calendar anomalies in US and foreign markets. ADRs, however, represent a unique class of securities because they represent the ownership...
Persistent link: https://www.econbiz.de/10003825787
Cover Image
An empirical analysis of calendar anomalies in the Malaysian stock market
Lim, Shiok Ye; Ho, Chong Mun; Dollery, Brian - In: Applied financial economics 20 (2010) 1/3, pp. 255-264
Persistent link: https://www.econbiz.de/10003936014
Cover Image
The day-of-the-week effect in the Athens Stock Exchange (ASE)
Tsangarakis, Nickolaos V. - In: Applied financial economics 17 (2007) 16/18, pp. 1447-1454
Persistent link: https://www.econbiz.de/10003605855
Cover Image
Calendar anomolies and stock market volatility in selected Arab stock exchanges
Kamaly, Ahmed; Tooma, Eskandar A. - In: Applied financial economics 19 (2009) 10/12, pp. 881-892
Conditional Heteroscedastic (GARCH)-type specifications to allow for a time-varying variance. Among the most important results of …
Persistent link: https://www.econbiz.de/10003856738
Cover Image
On the exploitability of the turn-of-the-month effect : an international perspective
Zwergel, Bernhard - In: Applied financial economics 20 (2010) 10/12, pp. 911-922
Persistent link: https://www.econbiz.de/10009009804
Cover Image
The Lunar Moon Festival and the dark side of the moon
Kuo, Jing-ming; Coakley, Jerry; Wood, Andrew - In: Applied financial economics 20 (2010) 19/21, pp. 1565-1575
Persistent link: https://www.econbiz.de/10009011583
Cover Image
Using stochastic dominance criterion to examine the day-of-the-week effect
Hsieh, C.-S.; Chen, C.-T. - In: Applied financial economics 22 (2012) 13/15, pp. 1207-1213
Persistent link: https://www.econbiz.de/10009625380