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Seasonality in the Athens stock exchange
Mills, Terence C. (contributor) - In: Applied financial economics 10 (2000) 2, pp. 137-142
Persistent link: https://www.econbiz.de/10001525828
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Emerging stock markets return seasonalities : the January effect and the tax-loss selling hypothesis
Fountas, Stilianos; Segredakis, Konstantinos N. - In: Applied financial economics 12 (2002) 4, pp. 291-299
Persistent link: https://www.econbiz.de/10001671110
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Intraday evidence of the informational efficiency of the yen dollar exchange rate
Iwatsubo, Kentaro; Kitamura, Yoshihiro - In: Applied financial economics 19 (2009) 13/15, pp. 1103-1115
The informational efficiency of the yen/dollar exchange rate is investigated in five market segments within each business day from 1987 to 2007. Among the results, we first find that the daily exchange rate has a cointegrating relationship with the cumulative price change of the segment for...
Persistent link: https://www.econbiz.de/10003886006
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Optimal modelling frequency for foreign exchange volatility forecasting
Hooper, Vincent J.; Reeves, Jonathan J.; Xie, Xuan - In: Applied financial economics 19 (2009) 13/15, pp. 1159-1162
Persistent link: https://www.econbiz.de/10003886013
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The 'other' January effect and the presidential election cycle
Sturm, Ray R. - In: Applied financial economics 19 (2009) 16/18, pp. 1355-1363
fiscal policy across time. When the 'other' January effect is examined in the presence of the presidential election cycle, it …
Persistent link: https://www.econbiz.de/10003886175
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Seasonality in stock returns
Bentzen, Eric - In: Applied financial economics 19 (2009) 19/21, pp. 1605-1610
In this article, we investigate the January effect on stocks traded at New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ). Unlike other empirical works we suggest expanding the model to cover several main...
Persistent link: https://www.econbiz.de/10003904305
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The stock market crisis and momentum : some evidence for the Spanish stock market during the 1990s
Muga, Luis; Santamaría Aquilué, Rafael - In: Applied financial economics 17 (2007) 4/6, pp. 469-486
Persistent link: https://www.econbiz.de/10003446099
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The volatility effects of nontrading for stock market returns
VanderWeele, Tyler J. - In: Applied financial economics 17 (2007) 13/15, pp. 1037-1041
Persistent link: https://www.econbiz.de/10003590364
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Style analysis and dominant index timing : an application to Australian multi-sector managed funds
Holmes, Kathryn A.; Faff, Robert W.; Clacher, Iain - In: Applied financial economics 20 (2010) 4/6, pp. 293-301
timing ability in comparison to traditional timing measures; however, the majority of funds are still unable to time their …
Persistent link: https://www.econbiz.de/10003963122
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Determinants of the component structure of intraday return distributions
Cai, Charlie Xiaowu; Keasey, Kevin; Tian, Gaoliang - In: Applied financial economics 20 (2010) 4/6, pp. 317-322
distributions allowance needs to be made for their time varying nature and the fact that they are conditional on the liquidity and …
Persistent link: https://www.econbiz.de/10003963127