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Noise trader risk : the case of Jewish Colonial Trust and Bank Leumi Stocks

Levy, Tamir; Yagil, Joseph - In: Applied financial economics 22 (2012) 10/12, pp. 911-922

Persistent link: https://www.econbiz.de/10009624956

The role of institutions in price correction : evidence from intraday noise trading in Taiwan

Lee, Chun I.; Chou, Robin K.; Hsieh, Edward S.; … - In: Applied financial economics 22 (2012) 22/24, pp. 2009-2025

Persistent link: https://www.econbiz.de/10009719308

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

Behavioural patterns as determinants of market movements : evidence from an emerging market

Jagrič, Timotej; Strašek, Sebastjan - In: Applied financial economics 21 (2011) 7/9, pp. 481-491

Persistent link: https://www.econbiz.de/10009153271

Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?

Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508

Persistent link: https://www.econbiz.de/10010259376

Time-varying price discovery in fragmented markets

Taylor, Nicholas - In: Applied financial economics 21 (2011) 10/12, pp. 717-734

Persistent link: https://www.econbiz.de/10009231599

Are Chinese stock markets efficient? : further evidence from a battery of nonlinearity tests

Lim, Kian-Ping; Brooks, Robert - In: Applied financial economics 19 (2009) 1/3, pp. 147-155

Given that the efficiency of the Chinese stock markets was empirically examined in extant literature using statistical tests that are designed to uncover linear correlations of price changes, the obtained statistical inferences of efficiency/inefficiency are on very shaky grounds as highlighted...

Persistent link: https://www.econbiz.de/10003825852

Macro shocks and the Japanese stock market

Huang, Ying; Guo, Feng - In: Applied financial economics 18 (2008) 16/18, pp. 1391-1400

Persistent link: https://www.econbiz.de/10003779508

Can macroeconomic variables explain long-term stock market movements? : a comparison of the US and Japan

Humpe, Andreas; Macmillan, Peter - In: Applied financial economics 19 (2009) 1/3, pp. 111-119

Persistent link: https://www.econbiz.de/10003825829

Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835

Persistent link: https://www.econbiz.de/10003537981

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