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Momentum in stock market returns : implications for risk premia on foreign currencies

Nitschka, Thomas - In: Applied financial economics 23 (2013) 7/9, pp. 551-560

Persistent link: https://www.econbiz.de/10009750714

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

Value premium in the Chinese stock market : free lunch or paid lunch?

Huang, Yujia; Yang, Jiawen; Zhang, Yongji - In: Applied financial economics 23 (2013) 4/6, pp. 315-324

Persistent link: https://www.econbiz.de/10009718930

The risk premiums of the four-factor asset pricing model in the Hong Kong stock market

Lam, Keith S. K.; Li, Frank K. - In: Applied financial economics 18 (2008) 18/21, pp. 1667-1680

Persistent link: https://www.econbiz.de/10003800234

Macroeconomic news effects on conditional volatilities in the bond and stock markets

Arshanapalli, Bala Gangadhar; D'Ouville, Edmond L.; … - In: Applied financial economics 16 (2006) 5, pp. 377-384

Persistent link: https://www.econbiz.de/10003289274

Idiosyncratic volatility and stock returns : a cross country analysis

Pukthuanthong, Kuntara; Visaltanachoti, Nuttawat - In: Applied financial economics 19 (2009) 16/18, pp. 1269-1281

Empirical evidences regarding the association of idiosyncratic volatility and stock returns are inconsistent with the Capital Asset Pricing Model (CAPM), which implies that idiosyncratic risk should not be priced because it would be fully eliminated through diversification. Using Exponential...

Persistent link: https://www.econbiz.de/10003886161

Is volatility risk priced after all? : some disconfirming evidence

Loudon, Geoffrey F.; Rai, Alan M. - In: Applied financial economics 17 (2007) 4/6, pp. 357-368

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Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process

Chiou, Jer-shiou; Wu, Pei-shan; Lee, Mingchih - In: Applied financial economics 16 (2006) 17, pp. 1309-1316

Persistent link: https://www.econbiz.de/10003387430

Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns

Volkman, David A.; Maisondieu Laforge, Olivier J. P.; … - In: Applied financial economics 22 (2012) 16/18, pp. 1491-1500

Persistent link: https://www.econbiz.de/10009626045

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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