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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
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The stock market behaviour prior and subsequent to new highs
Schnusenberg, Oliver - In: Applied financial economics 16 (2006) 6, pp. 429-438
Persistent link: https://www.econbiz.de/10003335008
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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
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A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...
Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186
This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...
Persistent link: https://www.econbiz.de/10003886017
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How do you straddle hogs and pigs? : ask the Greeks!
McKenzie, Andrew M.; Thomsen, Michael; Phelan, Josh - In: Applied financial economics 17 (2007) 7/9, pp. 511-520
Persistent link: https://www.econbiz.de/10003491159
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Random walks in Middle Eastern stock markets
Smith, Graham - In: Applied financial economics 17 (2007) 7/9, pp. 587-596
Persistent link: https://www.econbiz.de/10003491201
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The internal and cross market efficiency in index option markets : an investigation of the Italian market
Brunetti, M.; Torricelli, Costanza - In: Applied financial economics 17 (2007) 1/3, pp. 25-33
Persistent link: https://www.econbiz.de/10003426998
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Short-term overreaction, underreaction and efficient reaction : evidence from the London Stock Exchange
Spyrou, Spyros I.; Kassimatis, Konstantinos; … - In: Applied financial economics 17 (2007) 1/3, pp. 221-235
Persistent link: https://www.econbiz.de/10003427064
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Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian; Miao, Jia - In: Applied financial economics 17 (2007) 1/3, pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
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Efficiency in the eurobond market : application of nonparametric techniques
Bonilla Musoles, María; García Menéndez, Leandro; … - In: Applied financial economics 17 (2007) 4/6, pp. 431-444
Persistent link: https://www.econbiz.de/10003446071