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S&P 500 index options prices and the Black-Scholes option pricing model

Choi, Seung-mook S. - In: Applied financial economics 4 (1994) 4, pp. 249-263

Persistent link: https://www.econbiz.de/10001164680

Sum of the parts stock return forecasting : international evidence

McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 10/12, pp. 837-845

Persistent link: https://www.econbiz.de/10009232515

Structural breaks in volatility : the case of UK sector returns

McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 13/15, pp. 1079-1093

Persistent link: https://www.econbiz.de/10009317435

An analysis of the time series properties of the UK ex-post real interest rate : fractional integration, breaks or nonlinear

McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 20 (2010) 22/24, pp. 1697-1707

Persistent link: https://www.econbiz.de/10009012376

UK stock market predictability : evidence of time variation

McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 23 (2013) 10/12, pp. 1043-1055

Persistent link: https://www.econbiz.de/10009772196

Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns

Volkman, David A.; Maisondieu Laforge, Olivier J. P.; … - In: Applied financial economics 22 (2012) 16/18, pp. 1491-1500

Persistent link: https://www.econbiz.de/10009626045

Output and stock prices : an examination of the relationship over 200 years

McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 22 (2012) 19/21, pp. 1615-1629

Persistent link: https://www.econbiz.de/10009715952

Multivariate tests of asset pricing: simulation evidence from an emerging market

Iqbal, Javed; Brooks, Robert; Galagedera, Don - In: Applied financial economics 20 (2010) 5, pp. 381-396

Persistent link: https://www.econbiz.de/10008380747

Multivariate tests of asset pricing : simulation evidence from an emerging market

Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Applied financial economics 20 (2010) 4/6, pp. 381-395

The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...

Persistent link: https://www.econbiz.de/10003963264

Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns

Volkman, David A.; Laforge, Olivier J.P. Maisondieu; … - In: Applied financial economics 22 (2012) 18, pp. 1491-1501

Persistent link: https://www.econbiz.de/10009963791