Narrow search
Showing 1 - 10 of 404
Cover Image
The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market : a Kalman filter approach
Antoniou, Antonios; Galariotis, Emilios C.; Spyrou, … - In: Applied financial economics 16 (2006) 18, pp. 1317-1329
Persistent link: https://www.econbiz.de/10003397207
Cover Image
Secondary market pricing behaviour around UK bound auctions
Ahmad, Farooq; Steeley, James M. - In: Applied financial economics 18 (2008) 7/9, pp. 691-699
Persistent link: https://www.econbiz.de/10003739347
Cover Image
Technical analysis, trading volume and market efficiency : evidence from an emerging market
Antoniou, Antonios (contributor) - In: Applied financial economics 7 (1997) 4, pp. 361-365
Persistent link: https://www.econbiz.de/10001226982
Cover Image
The euro and European stock market efficiency
Urquhart, Andrew - In: Applied financial economics 24 (2014) 19/21, pp. 1235-1248
Persistent link: https://www.econbiz.de/10010460186
Cover Image
Modelling volatility and testing for efficiency in emerging capital markets : the case of the Athens Stock Exchange
Siourounis, Gregorios D. - In: Applied financial economics 12 (2002) 1, pp. 47-55
Persistent link: https://www.econbiz.de/10001646096
Cover Image
Revisiting the holiday effect : is it on holiday?
Vergin, Roger C.; McGinnis, John - In: Applied financial economics 9 (1999) 5, pp. 477-482
Persistent link: https://www.econbiz.de/10001454997
Cover Image
The Chinese stock exchange market : operations and efficiency
Seddighi, Hamid R.; Nian, W. - In: Applied financial economics 14 (2004) 11, pp. 785-797
Persistent link: https://www.econbiz.de/10002121596
Cover Image
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
Cover Image
The efficiency of the stock market in the CARICOM sub-region : an empirical study
Watson, Patrick K. - In: Applied financial economics 19 (2009) 22/24, pp. 1915-1924
The objective of this article is to determine whether the stock exchanges of Barbados, Jamaica, Trinidad and Tobago and the virtual Caribbean Community and Common Market (CARICOM) Regional Stock Exchange (CRSE), as well as the banking, conglomerate, financial and manufacturing sectors of these...
Persistent link: https://www.econbiz.de/10003921104
Cover Image
Is the stock market efficient in bad times and inefficient in good times?
Hammami, Y. - In: Applied financial economics 21 (2011) 10/12, pp. 905-915
Persistent link: https://www.econbiz.de/10009232446