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Time-varying conditional depedence in Chinese stock markets

Ané, Thierry; Ureche-Rangau, Loredana; Labidi-Makni, Chiraz - In: Applied financial economics 18 (2008) 10/12, pp. 895-916

Persistent link: https://www.econbiz.de/10003739506

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

Cross-sectional estimation of stock returns in small markets : the case of the Athens Stock Exchange

Leledakis, George; Davidson, Ian; Karathanassis, George A. - In: Applied financial economics 13 (2003) 6, pp. 413-426

Persistent link: https://www.econbiz.de/10001770756

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-variation in the value premium and the CAPM : evidence from European markets

Spyrou, Spyros I.; Kassimatis, Konstantinos - In: Applied financial economics 19 (2009) 22/24, pp. 1899-1914

reject the zero-intercept hypothesis, i.e. portfolio returns appear consistent with the Capital Asset Pricing Model (CAPM). …

Persistent link: https://www.econbiz.de/10003921102

Investor perceptions and volatility within a risk-return framework

Berger, Dave - In: Applied financial economics 20 (2010) 13/15, pp. 1003-1010

Persistent link: https://www.econbiz.de/10009010335

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

Momentum in stock market returns : implications for risk premia on foreign currencies

Nitschka, Thomas - In: Applied financial economics 23 (2013) 7/9, pp. 551-560

Persistent link: https://www.econbiz.de/10009750714

Value premium in the Chinese stock market : free lunch or paid lunch?

Huang, Yujia; Yang, Jiawen; Zhang, Yongji - In: Applied financial economics 23 (2013) 4/6, pp. 315-324

Persistent link: https://www.econbiz.de/10009718930

Applying the CAPM and the Fama-French models to the BRVM stock market

Soumaré, Issouf; Aménounvé, Edoh Kossi; Diop, Ousmane; … - In: Applied financial economics 23 (2013) 4/6, pp. 275-285

Persistent link: https://www.econbiz.de/10009718941

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