Similar Search Results

Comparing U.S. and European market volatility responses to interest rate policy announcements

Krieger, Kevin; Mauck, Nathan; Vazquez, Joseph - In: International review of financial analysis 39 (2015), pp. 127-136

Persistent link: https://www.econbiz.de/10011573113

Behavioral finance and efficient markets : what does the Euro crisis tell us?

Bird, Graham R.; Du, Wenti; Willett, Thomas D. - In: Open economies review 28 (2017) 2, pp. 273-295

Persistent link: https://www.econbiz.de/10011804344

Present value models and the behaviour of European financial markets

Tomat, Gian Maria - In: Italian economic journal : official peer-reviewed … 6 (2020) 3, pp. 493-520

Persistent link: https://www.econbiz.de/10012293135

Cross-autocorrelations in European stock returns

Peiro, Amado - In: Economics and Business Letters : EBL 5 (2016) 1, pp. 30-37

This paper examines lead-lag relationships between monthly index returns from 18 European industries. Several interesting and clear relationships are found that call into question the efficiency of European stock markets. While the Automobiles & Parts sector lags more than half of the other...

Persistent link: https://www.econbiz.de/10011573194