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Inflation's negative effects on real stock prices : new evidence and a test of the proxy effect hypothesis
Cochran, Steven J. - In: Applied economics 25 (1993) 2, pp. 263-274
Persistent link: https://www.econbiz.de/10001136297
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Oil shocks and oil stocks : evidence from the 1970s
Mudhaf, Anwar al - In: Applied economics 25 (1993) 2, pp. 181-190
Persistent link: https://www.econbiz.de/10001136301
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Behaviour of intra-daily stock return on an Asian emerging market : Hong Kong
Ho, Yan-ki - In: Applied economics 23 (1991) 5, pp. 957-966
Persistent link: https://www.econbiz.de/10001126261
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Analysing the risk premium in the Italian stock market : ARCH-M models versus non-parametric models
Bottazzi, Laura - In: Applied economics 23 (1991) 3, pp. 535-541
Persistent link: https://www.econbiz.de/10001126367
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Optimal algorithms and lower partial moment : ex post results
Nawrocki, David N. - In: Applied economics 23 (1991) 3, pp. 465-470
Persistent link: https://www.econbiz.de/10001126378
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Stock prices, money supply, and interest rates : the question of causality
Hashemzadeh, Nozar - In: Applied economics 20 (1988) 12, pp. 1603-1611
Persistent link: https://www.econbiz.de/10001065101
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A customized LPM risk measure for portfolio analysis
Nawrocki, David N. - In: Applied economics 21 (1989) 2, pp. 205-218
Persistent link: https://www.econbiz.de/10001070535
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Estimation of bank stock price parameters and the variance components model
Karathanassis, George A.; Philippas, N. - In: Applied economics 20 (1988) 4, pp. 497-507
Persistent link: https://www.econbiz.de/10001047130
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The impact of anticipated and unanticipated policy actions on the stock market
McMillin, W. Douglas - In: Applied economics 20 (1988) 3, pp. 377-384
Persistent link: https://www.econbiz.de/10001047139
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Beta, non-systematic risk and portfolio selection
Dowen, Richard J. - In: Applied economics 20 (1988) 2, pp. 221-228
Persistent link: https://www.econbiz.de/10001047162