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Liquidity stress-tester : do Basel III and unconventional monetary policy work?
End, Jan-Willem van den - In: Applied financial economics 22 (2012) 13/15, pp. 1233-1257
Persistent link: https://www.econbiz.de/10009625378
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Pricing of liquidity risk : empirical evidence from Finland
Vaihekoski, Mika - In: Applied financial economics 19 (2009) 19/21, pp. 1547-1557
This study investigates the pricing of liquidity risk in stock market using conditional Asset Pricing Models (APMs … main interest is to find out whether liquidity is priced as a systematic source of risk or as an asset …-specific characteristic. Tests are conducted on the Finnish stock market known for wide variations in liquidity. The sample period is from …
Persistent link: https://www.econbiz.de/10003904294
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What drives stock prices? : fundamentals, bubbles and investor behaviour
Chen, Yen-hsiao; Fraser, Patricia - In: Applied financial economics 20 (2010) 16/18, pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
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Noise trader risk : the case of Jewish Colonial Trust and Bank Leumi Stocks
Levy, Tamir; Yagil, Joseph - In: Applied financial economics 22 (2012) 10/12, pp. 911-922
Persistent link: https://www.econbiz.de/10009624956
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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
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Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.; Wu, Ji; Liu, Hong Tao - In: Applied financial economics 24 (2014) 4/6, pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
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On the relation between the market risk premium and market volatility
Han, Yufeng - In: Applied financial economics 21 (2011) 22/24, pp. 1711-1723
Persistent link: https://www.econbiz.de/10009385036
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Time-varying risk components in the single-factor market model : an exact most powerful invariant test
Shively, Philip A. - In: Applied financial economics 14 (2004) 13, pp. 945-952
Persistent link: https://www.econbiz.de/10002195483
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Evidence on the issuer effect in warrant overpricing
Loudon, Geoffrey F.; Nguyen, Kien T. - In: Applied financial economics 16 (2006) 3, pp. 223-232
Persistent link: https://www.econbiz.de/10003291881
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Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001525818