Similar Search Results

Estimating stock market volatility using asymmetric GARCH models

Alberg, Dima; Shalit, Haim; Yosef, Rami - In: Applied financial economics 18 (2008) 13/15, pp. 1201-1208

Persistent link: https://www.econbiz.de/10003760244

Does idiosyncratic risk matter? : evidence from European stock markets

Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137

Persistent link: https://www.econbiz.de/10003739011

The mean volatility asymmetry in Asian stock markets

Liau, Yung-Shi; Yang, Jack J. W. - In: Applied financial economics 18 (2008) 4/6, pp. 411-419

Persistent link: https://www.econbiz.de/10003739136

Efficiency of Bangladesh stock market : evidence from monthly index and individual firm data

Hassan, M. Kabir; Chowdhury, S. S. H. - In: Applied financial economics 18 (2008) 7/9, pp. 749-758

Persistent link: https://www.econbiz.de/10003739376

Corporate social responsibility and stock market performance

Becchetti, Leonardo; Ciciretti, Rocco - In: Applied financial economics 19 (2009) 16/18, pp. 1283-1293

We analyse the performance of a large sample of Socially Responsible (SR) stocks relative to a Control Sample (CS) of equivalent size for 14 years. We find that individual SR stocks have on average significantly lower returns and unconditional variance than CS stocks when controlling for...

Persistent link: https://www.econbiz.de/10003886162

The overreaction hypothesis in the UK market : empirical analysis

Mazouz, Khelifa; Li, Xiafei - In: Applied financial economics 17 (2007) 13/15, pp. 1101-1111

Persistent link: https://www.econbiz.de/10003590536

Holding periods, illiquidity and disposition effect in the Chinese stock markets

Visaltanachoti, Nuttawat; Luo, Hang (Robin); Lin, Lu - In: Applied financial economics 17 (2007) 13/15, pp. 1265-1274

Persistent link: https://www.econbiz.de/10003590654

The effect of country risk ratings on market returns

Schnusenberg, Oliver; Madura, Jeff; Gleason, Kimberly - In: Applied financial economics 17 (2007) 16/18, pp. 1289-1299

Persistent link: https://www.econbiz.de/10003605831

An alternative test for weak form efficiency based on technical analysis

Loh, Elaine Y. L. - In: Applied financial economics 17 (2007) 10/12, pp. 1003-1012

Persistent link: https://www.econbiz.de/10003538098

The constant elasticity of variance model : calibration, test and evidence from the Italian equity market

Ballestra, Luca Vincenzo; Pacelli, Graziella - In: Applied financial economics 21 (2011) 19/21, pp. 1479-1487

Persistent link: https://www.econbiz.de/10009356089