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Impact of ETF inception on the valuation and trading of component stocks

Madura, Jeff; Ngo, Thanh - In: Applied financial economics 18 (2008) 10/12, pp. 995-1007

Persistent link: https://www.econbiz.de/10003739515

Diversification potential of ADRs, country funds and underlying stocks across economic conditions

Peterburgsky, Stanley; Yang, Yini - In: Applied financial economics 23 (2013) 1/3, pp. 199-219

Persistent link: https://www.econbiz.de/10009719007

The stock market and the Fed

Mattesini, Fabrizio; Becchetti, Leonardo - In: Applied financial economics 19 (2009) 1/3, pp. 99-110

This article investigates the reaction of the Federal Reserve to developments in the stock market. The issue is analysed by first constructing an Index of Stock Price Misalignment (ISPM) in which the fundamental value of the stocks is computed on the basis of the discounted cash flow approach...

Persistent link: https://www.econbiz.de/10003825824

Interaction between monetary policy and stock prices : a comparison between the Caribbean and the US

Iglesias, Emma M.; Haughton, Andre Yone - In: Applied financial economics 23 (2013) 4/6, pp. 515-534

Persistent link: https://www.econbiz.de/10009718858

Modelling skewness and elongation in financial returns : the case of exchanged-traded funds

Jaggia, Sanjiv; Kelly, Alison - In: Applied financial economics 19 (2009) 16/18, pp. 1305-1316

Recent studies have documented the importance of asymmetry and tail-fatness of returns on portfolio-choice, asset-pricing, value-at-risk and option-valuation models. This article explores the nature of skewness and elongation in daily Exchange-traded Fund (ETF) return distributions using g, h...

Persistent link: https://www.econbiz.de/10003886164

Should gold be included in institutional investment portfolios?

Emmrich, Ole; McGroarty, Francis - In: Applied financial economics 23 (2013) 19/21, pp. 1553-1565

Persistent link: https://www.econbiz.de/10010259354

Have leveraged and traditional ETFs impacted the volatility of real estate stock prices?

Curcio, Richard J.; Anderson, Randy I.; Guirguis, Hany S.; … - In: Applied financial economics 22 (2012) 7/9, pp. 709-722

Persistent link: https://www.econbiz.de/10009624327

Macro shocks and the Japanese stock market

Huang, Ying; Guo, Feng - In: Applied financial economics 18 (2008) 16/18, pp. 1391-1400

Persistent link: https://www.econbiz.de/10003779508

Equity market price interdependence based on bootstrap causality tests : evidence from Australia and its major trading partners

Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 17 (2007) 10/12, pp. 827-835

Persistent link: https://www.econbiz.de/10003537981

The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation

Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415

This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The … and Vector Autoregression (VAR) estimates, provide some support for a generally mild influence of the US, UK and Japan on … the MEEMs, with the greatest influence coming from the US market and the least from Japan. The dynamics of the MEEMs are …

Persistent link: https://www.econbiz.de/10003963313

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