Narrow search
Showing 1 - 10 of 439
Cover Image
Examining volatility spillover in Asian REIT markets
Lin, Pin-te - In: Applied financial economics 23 (2013) 22/24, pp. 1701-1705
Persistent link: https://www.econbiz.de/10010336274
Cover Image
Short-sale constraints and short-selling strategies : the case of SEC's revocation of the uptick rule in 2007
Zhao, Kevin - In: Applied financial economics 24 (2014) 16/18, pp. 1199-1213
Persistent link: https://www.econbiz.de/10010418909
Cover Image
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
Cover Image
Short positions, size effect, and the liquidity hypothesis : implications for stock performance
Elfakhani, Said - In: Applied financial economics 10 (2000) 1, pp. 105-116
Persistent link: https://www.econbiz.de/10001525820
Cover Image
Adaptive market hypothesis : evidence from the REIT market
Zhou, Jian; Lee, Jin Man - In: Applied financial economics 23 (2013) 19/21, pp. 1649-1662
Persistent link: https://www.econbiz.de/10010259752
Cover Image
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
Cover Image
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
Cover Image
The substitutability of REITs and value stocks
Lee, Stephen; Stevenson, Simon - In: Applied financial economics 17 (2007) 7/9, pp. 541-557
Persistent link: https://www.econbiz.de/10003491170
Cover Image
Are there bubbles in the REITs market? : new evidence using regime-switching approach
Paskelian, Ohannes G.; Hassan, M. Kabir; Huff, Kathryn … - In: Applied financial economics 21 (2011) 19/21, pp. 1451-1461
Persistent link: https://www.econbiz.de/10009356095
Cover Image
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