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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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Investor sentiment and stock prices in the subprime mortgage crisis
Wolff, Alexander F. - In: Applied financial economics 23 (2013) 16/18, pp. 1301-1309
Persistent link: https://www.econbiz.de/10010259458
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The role of institutional investors in market volatility during the subprime mortgage crisis
Tseng, Tseng-Chan; Lai, Hung-Cheng - In: Applied financial economics 24 (2014) 22/24, pp. 1529-1536
Persistent link: https://www.econbiz.de/10010460977
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Meltdown of 1987 and meteor showers among Pacific-Basin stock markets
Choudhry, Taufiq - In: Applied financial economics 10 (2000) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10001525808
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Russian financial crisis, US financial stock returns and the IMF
Kabir, M. Humayun; Hassan, M. Kabir - In: Applied financial economics 19 (2009) 4/6, pp. 409-426
Persistent link: https://www.econbiz.de/10003828575
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Order imbalance, market returns and volatility : evidence from Thailand during the Asian crisis
Visaltanachoti, Nuttawat; Luo, Hang - In: Applied financial economics 19 (2009) 16/18, pp. 1391-1399
This article examines the interaction between order imbalance, stock returns, volatility and volume dynamics during Asian financial crisis using intraday data of 418 stocks traded on the Stock Exchange of Thailand (SET) from January 1996 to October 2003. The inverse relationship between the past...
Persistent link: https://www.econbiz.de/10003886203
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A note on decoupling, recoupling and speculative bubble : some empirical evidence for Latin America
Kizys, Renatas; Pierdzioch, Christian - In: Applied financial economics 23 (2013) 13/15, pp. 1057-1065
Persistent link: https://www.econbiz.de/10010204811
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Dividend, liquidity and firm valuation : evidence from China AB share markets
Li, Mao Liang; Chui, Chin Man; Li, Chang Qing - In: Applied financial economics 24 (2014) 7/9, pp. 587-603
Persistent link: https://www.econbiz.de/10010402685
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The impact of lifting the short-sale price restriction on volatility and liquidity in Taiwan
Lin, Ching-chung - In: Applied financial economics 18 (2008) 18/21, pp. 1657-1665
Persistent link: https://www.econbiz.de/10003800231
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Systematic liquidity, characteristic liquidity and asset pricing
Nguyen, Duong; Puri, Tribhuvan N. - In: Applied financial economics 19 (2009) 10/12, pp. 853-868
In this article we examine whether the traditional characteristic liquidity premium can be explained by market … liquidity risk. We find that after adjusting for Pastor and Stambaugh market liquidity factor, the level of traditional … liquidity remains priced. Also, consistent with previous studies on market liquidity and asset pricing, we do not find stock …
Persistent link: https://www.econbiz.de/10003856654