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Do momentum-based strategies still work in foreign currency markets?
Okunev, John; White, Derek - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 425-447
Persistent link: https://www.econbiz.de/10001766880
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Foreign exchange exposure and the pricing of currency risk in equity returns : some Australian evidence
Loudon, Geoffrey F. - In: Pacific-Basin finance journal 1 (1993) 4, pp. 335-354
Persistent link: https://www.econbiz.de/10001158643
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Is the risk-return relation positive? : Further evidence from a stochastic volatility in mean approach
Loudon, Geoffrey F. - In: Applied financial economics 16 (2006) 13, pp. 981-992
Persistent link: https://www.econbiz.de/10003377852
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The impact of global financial market uncertainty on the risk-return relation in the stock markets of G7 countries
Loudon, Geoffrey F. - In: Studies in economics and finance 34 (2017) 1, pp. 2-23
Persistent link: https://www.econbiz.de/10011740671
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An empirical analysis of alternative parametric ARCH models
Loudon, Geoffrey F.; Watt, Wing H.; Yadav, Pradeep - In: Journal of applied econometrics 15 (2000) 2, pp. 117-136
Persistent link: https://www.econbiz.de/10001474642
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Put call parity theory : evidence from the big Australian
Loudon, Geoffrey F. - In: Australian journal of management 13 (1988) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10001118682
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Asymmetry in return and volatility spillover between equity and bond markets in Australia
Dean, Warren G.; Faff, Robert W.; Loudon, Geoffrey F. - In: Pacific-Basin finance journal 18 (2010) 3, pp. 272-289
Persistent link: https://www.econbiz.de/10008661194
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Linkages between international REITs: the role of economic factors
Liu, Jing; Loudon, Geoffrey F.; Milunovich, George - In: Journal of property investment & finance 30 (2012) 5, pp. 473-492
Persistent link: https://www.econbiz.de/10009619209
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Impact of global recession on financial markets
Loudon, Geoffrey F. (contributor) - 2010
Persistent link: https://www.econbiz.de/10009425231
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Evidence on the issuer effect in warrant overpricing
Loudon, Geoffrey F.; Nguyen, Kien T. - In: Applied financial economics 16 (2006) 3, pp. 223-232
Persistent link: https://www.econbiz.de/10003291881