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Street-smart asset pricing

Asthana, Vinay - In: Applied financial economics 23 (2013) 16/18, pp. 1371-1381

Persistent link: https://www.econbiz.de/10010259428

The risk premiums of the four-factor asset pricing model in the Hong Kong stock market

Lam, Keith S. K.; Li, Frank K. - In: Applied financial economics 18 (2008) 18/21, pp. 1667-1680

Persistent link: https://www.econbiz.de/10003800234

Pricing of liquidity risk : empirical evidence from Finland

Vaihekoski, Mika - In: Applied financial economics 19 (2009) 19/21, pp. 1547-1557

This study investigates the pricing of liquidity risk in stock market using conditional Asset Pricing Models (APMs). The estimation is conducted in the Generalized Method of Moment (GMM) framework with a price of risk specification. The main interest is to find out whether liquidity is priced as...

Persistent link: https://www.econbiz.de/10003904294

Stock market integration : evidence on price integration and return convergence

Heimonen, Kari - In: Applied financial economics 12 (2002) 6, pp. 415-429

Persistent link: https://www.econbiz.de/10001671114

Macroeconomic news effects on conditional volatilities in the bond and stock markets

Arshanapalli, Bala Gangadhar; D'Ouville, Edmond L.; … - In: Applied financial economics 16 (2006) 5, pp. 377-384

Persistent link: https://www.econbiz.de/10003289274

Time-varying risk components in the single-factor market model : an exact most powerful invariant test

Shively, Philip A. - In: Applied financial economics 14 (2004) 13, pp. 945-952

Persistent link: https://www.econbiz.de/10002195483

Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?

Jiang, Christine X.; Chiang, Thomas C. - In: Applied financial economics 10 (2000) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10001525818

Effect of regulation FD on disclosures of information by firms

Lawrence, Edward R.; Karels, Gordon V.; Prakash, Arun J.; … - In: Applied financial economics 21 (2011) 13/15, pp. 979-996

Persistent link: https://www.econbiz.de/10009317451

On the relation between the market risk premium and market volatility

Han, Yufeng - In: Applied financial economics 21 (2011) 22/24, pp. 1711-1723

Persistent link: https://www.econbiz.de/10009385036

What drives stock prices? : fundamentals, bubbles and investor behaviour

Chen, Yen-hsiao; Fraser, Patricia - In: Applied financial economics 20 (2010) 16/18, pp. 1461-1477

Persistent link: https://www.econbiz.de/10009010920

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