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Business conditions and nonrandom walk behaviour of US stocks and bonds returns
Jirasakuldech, Benjamas; Emekter, Riza; Lee, Unro - In: Applied financial economics 18 (2008) 7/9, pp. 659-672
Persistent link: https://www.econbiz.de/10003739279
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Investigating asymmetry in US stock market indexes : evidence from a stochastic volatility model
Cappuccio, Nunzio; Lubian, Diego; Raggi, Davide - In: Applied financial economics 16 (2006) 6, pp. 479-490
Persistent link: https://www.econbiz.de/10003335022
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Intraday characteristics of stock price crashes
Ammann, Manuel; Kessler, Stephan - In: Applied financial economics 19 (2009) 13/15, pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042
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International linkages of the Chinese stock exchange : a multivariate GARCH analysis
Li, Hong - In: Applied financial economics 17 (2007) 4/6, pp. 285-297
Persistent link: https://www.econbiz.de/10003445979
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A TARCH examination of the return volatility-volume relationship in electricity futures
Hadsell, Lester - In: Applied financial economics 16 (2006) 12, pp. 893-901
Persistent link: https://www.econbiz.de/10003377843
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Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios
Morana, Claudio; Beltratti, Andrea - In: Applied financial economics 16 (2006) 14, pp. 1059-1073
Persistent link: https://www.econbiz.de/10003377864
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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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Bivariate and higher-order terms in models of international equity returns
Butler, Kirt Charles; Okada, Katsushi - In: Applied financial economics 17 (2007) 7/9, pp. 725-737
Persistent link: https://www.econbiz.de/10003491225
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Inter-day return and volatililty dynamics between Japanese ADRs and their underlying securities
Yang, Sheng-Yung - In: Applied financial economics 17 (2007) 10/12, pp. 837-853
Persistent link: https://www.econbiz.de/10003538009
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The asymmetric impact of firm-specific and of index returns on the volatility processes of individual stocks
Voukelatos, Nikolaos - In: Applied financial economics 20 (2010) 19/21, pp. 1627-1638
Persistent link: https://www.econbiz.de/10009011576