Similar Search Results

Seasonal processes in the Euro-US Dollar daily exchange rate

Cellini, Roberto; Cuccia, Tiziana - In: Applied financial economics 24 (2014) 1/3, pp. 161-174

Persistent link: https://www.econbiz.de/10010391453

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

Testing persistence in the context of conditional heteroscedasticity errors

Gil-Alaña, Luis A. - In: Applied financial economics 20 (2010) 22/24, pp. 1709-1723

Persistent link: https://www.econbiz.de/10009012375

Heteroscedasticity and interval effects in estimating beta : UK evidence

Armitage, Seth; Brzeszczynski, Janusz - In: Applied financial economics 21 (2011) 19/21, pp. 1525-1538

Persistent link: https://www.econbiz.de/10009356071

Heteroscedasticity in stock returns data revisited : volume versus GARCH effects

Omran, M. F.; McKenzie, Eddie - In: Applied financial economics 10 (2000) 5, pp. 553-560

Persistent link: https://www.econbiz.de/10001527054

Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion

Sriananthakumar, Sivagowry; Silvapulle, Paramsothy - In: Applied financial economics 18 (2008) 4/6, pp. 267-273

Persistent link: https://www.econbiz.de/10003739092

The impact of stock incremental information on the volatility of the Athens stock exchange

Diamandis, Panayotis F.; Drakos, Anastassios A.; Volis, … - In: Applied financial economics 17 (2007) 4/6, pp. 413-424

Persistent link: https://www.econbiz.de/10003446057

The price effects of FTSE 100 index revision : what drives the long-term abnormal return reversal?

Mazouz, Khelifa; Saadouni, Brahim - In: Applied financial economics 17 (2007) 4/6, pp. 501-510

Persistent link: https://www.econbiz.de/10003446111

Margin requirements, positive feedback trading, and stock return autocorrelations : the case of Japan

Watanabe, Toshiaki - In: Applied financial economics 12 (2002) 6, pp. 395-403

Persistent link: https://www.econbiz.de/10001671112

Can forward rates be used to improve interest rate forecasts?

Domínguez, Emilio; Novales, Alfonso - In: Applied financial economics 12 (2002) 7, pp. 493-504

Persistent link: https://www.econbiz.de/10001676728