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Testing the expectations model of the term structure in times of financial transition

McDermott, C. John - In: Applied financial economics 8 (1998) 6, pp. 663-669

Persistent link: https://www.econbiz.de/10001253245

The efficiency of stock and options markets : tests based on 1992 UK election opinion polls

Ap Gwilym, Owain - In: Applied financial economics 4 (1994) 5, pp. 345-354

Persistent link: https://www.econbiz.de/10001173615

Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach

Shen, Chung-hua - In: Applied financial economics 7 (1997) 6, pp. 711-719

Persistent link: https://www.econbiz.de/10001240747

Technical analysis versus market efficiency : a genetic programming approach

Fyfe, Colin; Marney, John Paul; Tarbert, Heather F. E. - In: Applied financial economics 9 (1999) 2, pp. 183-191

Persistent link: https://www.econbiz.de/10001454318

Examining market efficiency for large and small-capitalization of TOPIX and FTSE stock indices

Hung, Jui-cheng; Lee, Yen-Hsien; Pai, Tung-Yueh - In: Applied financial economics 19 (2009) 7/9, pp. 735-744

This article uses parametric and nonparametric Variance Ratio (VR) tests of Lo and Mackinlay (1988) and Wright (2000) to re-examine the weak-form Efficient Market Hypothesis (EMH) for the large- and small-capitalization stock indices of TOPIX (Tokyo Stock Price Index) and FTSE (Financial Times...

Persistent link: https://www.econbiz.de/10003842695

The structure of retail markets : what do we learn from bank-specific rates?

Heffernan, Shelagh A.; Fu, Xiaoqing - In: Applied financial economics 19 (2009) 22/24, pp. 1873-1884

This article investigates the relationship between market structure and performance in the British retail banking market for the period 1993 to 2004. Using panel data estimation methods, both the Market Power (MP) and Efficient-Structure (ES) hypotheses are tested. This study is the first to...

Persistent link: https://www.econbiz.de/10003921099

Commodity futures price behaviour following large one-day price changes

Mazouz, Khelifa; Wang, Jian - In: Applied financial economics 24 (2014) 13/15, pp. 939-948

Persistent link: https://www.econbiz.de/10010410296

Pricing of non-ferrous metals futures on the London metal exchange

Watkins, Clinton; McAleer, Michael - In: Applied financial economics 16 (2006) 12, pp. 853-880

Persistent link: https://www.econbiz.de/10003377835

Short-term overreaction, underreaction and efficient reaction : evidence from the London Stock Exchange

Spyrou, Spyros I.; Kassimatis, Konstantinos; … - In: Applied financial economics 17 (2007) 1/3, pp. 221-235

Persistent link: https://www.econbiz.de/10003427064

Efficiency in the eurobond market : application of nonparametric techniques

Bonilla Musoles, María; García Menéndez, Leandro; … - In: Applied financial economics 17 (2007) 4/6, pp. 431-444

Persistent link: https://www.econbiz.de/10003446071