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Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun; Chan, Wai-Sum; Batten, Jonathan A. - In: The European journal of finance 17 (2011) 7/8, pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
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Risk factor and use of proceeds declarations and their effects on IPO subscription, price "fixings", liquidity and after-market returns
McGuinness, Paul B. - In: The European journal of finance 25 (2019) 12, pp. 1122-1146
Persistent link: https://www.econbiz.de/10012207066
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A simple two-component model for the distribution of intraday returns
Coroneo, Laura; Veredas, David - In: The European journal of finance 18 (2012) 9/10, pp. 775-797
Persistent link: https://www.econbiz.de/10009691780
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In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors
Herwartz, Helmut; Morales-Arias, Leonardo - In: The European journal of finance 15 (2009) 1/2, pp. 1-28
Persistent link: https://www.econbiz.de/10003827004
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Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli; Trede, Mark - In: The European journal of finance 24 (2018) 14, pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
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The effects of oil price shocks on the prices of EU emission trading system and European stock returns
Krokida, Styliani-Iris; Lambertides, Neophytos; Savva, … - In: The European journal of finance 26 (2020) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012207175
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Family control, multiple institutional block-holders, and informed trading
Zhang, Xiaoxiang; Piesse, Jenifer; Filatotchev, Igor - In: The European journal of finance 21 (2015) 10/12, pp. 826-847
Persistent link: https://www.econbiz.de/10011302001
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Day-of-the-week effect on skewness and kurtosis : a direct test and portfolio effect
Tang, Gordon Y. N. - In: The European journal of finance 2 (1996) 4, pp. 333-351
Persistent link: https://www.econbiz.de/10001216122
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Assessing the time varying interest rate sensitivity of real estate securities
Stevenson, Simon; Wilson, Patrick James; Zurbruegg, Ralf - In: The European journal of finance 13 (2007) 7/8, pp. 705-715
Persistent link: https://www.econbiz.de/10003610005
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Information asymmetry, long-run relationship and price discovery in property investment markets
Wang, Peijie - In: The European journal of finance 3 (1997) 3, pp. 261-275
Persistent link: https://www.econbiz.de/10001226314