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A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models
Asgharian, Hossein; Hansson, Björn A. - In: Applied financial economics 15 (2005) 12, pp. 835-848
Persistent link: https://www.econbiz.de/10003070660
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Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
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Common long-term and short-term price memory in two Scandinavian stock markets
Pynnönen, Seppo - In: Applied financial economics 8 (1998) 3, pp. 257-265
Persistent link: https://www.econbiz.de/10001244167
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Testing the conditional CAPM using multivariate GARCH-M
Hansson, Björn; Hördahl, Peter - In: Applied financial economics 8 (1998) 4, pp. 377-388
Persistent link: https://www.econbiz.de/10001363511
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Short and long-run dependence in Swedish stock returns
Berg, Lennart; Lyhagen, Johan - In: Applied financial economics 8 (1998) 4, pp. 435-443
Persistent link: https://www.econbiz.de/10001363520
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Belgian railroad stock returns, 1836 - 1957
Buelens, Frans; Van den Broeck, Julien - In: Applied financial economics 15 (2005) 13, pp. 915-930
Persistent link: https://www.econbiz.de/10003118379
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Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt; Simonsen, Ola - In: Applied financial economics 17 (2007) 7/9, pp. 647-658
Persistent link: https://www.econbiz.de/10003491211
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Ownership structure, control and firm performance : the effects of vote-differentiated shares
Bjuggren, Per-Olof; Eklund, Johan E.; Wiberg, Daniel - In: Applied financial economics 17 (2007) 16/18, pp. 1323-1334
Persistent link: https://www.econbiz.de/10003605838
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The impact of family ownership and dual class shares on takeover risk
Holmen, Martin; Nivorozhkin, Eugeniy - In: Applied financial economics 17 (2007) 10/12, pp. 785-804
Persistent link: https://www.econbiz.de/10003537546
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The effect on the Swedish real economy of the financial crisis
Österholm, Pär - In: Applied financial economics 20 (2010) 4/6, pp. 265-274
This article investigates the effects of the financial crisis on the Swedish real economy. In order to do this, an index which describes the financial conditions of the Swedish economy is developed. The index indicates that domestic Swedish financial conditions have deteriorated substantially...
Persistent link: https://www.econbiz.de/10003963103