This study tests whether the behaviour of daily stock returns for the sample of three banks and the composite index in the Malaysian market are nonlinear dependence. Using three nonlinear testing procedures, the study suggests nonlinearity in the return series for all cases. The cause for the...

The study focuses on Greek non-financial firms listed on the Athens Exchange in the period 1998-2002 and shows that only a small fraction of these firms were in a position to finance their growth by exclusively using internal resources with the findings varying depending on the firms’ size....