Applied financial economics

• 

  Año 2012, Vol. 22, Número 7-9

  • Seleccionado

    Data snooping and the global accrual anomaly

    Markus Leippold, Harald Lohre

    • Resumen

    págs. 509-535

    
  • Seleccionado

    Can retail investors exploit stock market anomalies?

    Antonios Siganos

    • Resumen

    págs. 537-547

    
  • Seleccionado

    Explaining house price changes in Greece

    Dimitros Gounopoulos, Andreas G. Merikas, Anna A. Merika, Anna Triantafyllou

    • Resumen

    págs. 549-561

    
  • Seleccionado

    An empirical study of the returns on defaulted debt

    Michael Jacobs Jr

    • Resumen

    págs. 563-579

    
  • Seleccionado

    Rational speculative bubbles and commodities markets: application of duration dependence test

    Riza Emekter, Benjamas Jirasakuldech, Peter Went

    • Resumen

    págs. 581-596

    
  • Seleccionado

    Pre-trade transparency and trade size

    Maria Elena Bontempi, Caterina Lucarelli

    • Resumen

    págs. 597-609

    
  • Seleccionado

    Institutional investment horizons and open-market stock repurchases: evidence from the Taiwan stock market

    L.-Y. Cheng, Yu-En Lin

    • Resumen

    págs. 611-623

    
  • Seleccionado

    Does trading activity contain information to predict stock returns? Evidence from Euronext Paris

    Wael Louhichi

    • Resumen

    págs. 625-632

    
  • Seleccionado

    The uptick rule and stock returns: an analysis of Regulation SHO on the NYSE

    Kevin (Min) Zhao

    • Resumen

    págs. 633-649

    
  • Seleccionado

    Testing linearity in term structures

    Chiara Peroni

    • Resumen

    págs. 651-666

    
  • Seleccionado

    Exploiting default probabilities in a structural model with nonconstant barrier

    Arianna Agosto, enrico Moretto

    • Resumen

    págs. 667-679

    
  • Seleccionado

    Size and liquidity effects in African frontier equity markets

    Bruce Hearn

    • Resumen

    págs. 681-707

    
  • Seleccionado

    Have leveraged and traditional ETFs impacted the volatility of real estate stock prices?

    Richard J. Curcio, Randy I. Anderson, Hany Guirguis, Vaneesha Boney

    • Resumen

    págs. 709-722

    
  • Seleccionado

    n analysis of the extreme returns distribution: the case of the Istanbul Stock Exchange

    A. Goncu, A. Karaman Akgul, Özlem Imamoglu, M. Tiryakioglu

    • Resumen

    págs. 723-732

    
  • Seleccionado

    Estimating volatility from ATM options with lognormal stochastic variance and long memory

    Alessandro Cardinali

    • Resumen

    págs. 733-748

    
  • Seleccionado

    Inflation targeting and financial market volatility

    Roisini O'Sullivan, Marc Tomljanovich

    • Resumen

    págs. 749-762