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Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180
Persistent link: https://www.econbiz.de/10003760234
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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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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
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An empirical analysis of structural models of corporate debt pricing
Teixeira, João C. A. - In: Applied financial economics 17 (2007) 13/15, pp. 1141-1165
Persistent link: https://www.econbiz.de/10003590559
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A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment
Behr, Andreas - In: Applied financial economics 17 (2007) 16/18, pp. 1479-1487
Persistent link: https://www.econbiz.de/10003605859
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Testing the CAPM across observed and fundamental returns
Berger, Dave - In: Applied financial economics 21 (2011) 7/9, pp. 625-636
Persistent link: https://www.econbiz.de/10009153240
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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
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Estimating the impact of good news on stock market volatility
Malik, Farooq - In: Applied financial economics 21 (2011) 7/9, pp. 545-554
Persistent link: https://www.econbiz.de/10009153251
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Oil prices and the greenback : it takes two to tango
Razgallah, Brahim; Smimou, Kamal - In: Applied financial economics 21 (2011) 7/9, pp. 519-528
Persistent link: https://www.econbiz.de/10009153254
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An empirical study of the returns on defaulted debt
Jacobs, Michael <Jr.> - In: Applied financial economics 22 (2012) 7/9, pp. 563-579
Persistent link: https://www.econbiz.de/10009624360