Volume 10; Issue 5

Applied Financial Economics

Volume 10; Issue 5
1

Heteroscedasticity in stock returns data revisited: volume versus GARCH effects

Omran, M. F., McKenzie, E.
Journal:
Applied Financial Economics
Year:
2000
Language:
english
File:
PDF, 164 KB
english, 2000
3

Modelling day-of-the-week seasonality in the S&P 500 index

Franses, Philip Hans, Paap, Richard
Journal:
Applied Financial Economics
Year:
2000
Language:
english
File:
PDF, 152 KB
english, 2000
4

Evidence of market inefficiency in a war environment

Chappell, David, Eldridge, Robert M.
Journal:
Applied Financial Economics
Year:
2000
Language:
english
File:
PDF, 128 KB
english, 2000
5

Does shareholder myopia lead to managerial myopia? A first look

Samuel, Cherian
Journal:
Applied Financial Economics
Year:
2000
Language:
english
File:
PDF, 212 KB
english, 2000
6

Tests of regimes - switching CAPM

Huang, Ho-Chuan
Journal:
Applied Financial Economics
Year:
2000
Language:
english
File:
PDF, 146 KB
english, 2000
7

Dividend initiation announcements effects in initial public offerings

McCaffrey, K., Hamill, P.
Journal:
Applied Financial Economics
Year:
2000
Language:
english
File:
PDF, 197 KB
english, 2000
8

CAR 2: the impact of CAR on bank capital augmentation in Spain

Altunbas, Yener, Carbo, Santiago, Gardener, Edward
Journal:
Applied Financial Economics
Year:
2000
Language:
english
File:
PDF, 219 KB
english, 2000
10

Long-term memory in stock market volatility

So, Mike K. P.
Journal:
Applied Financial Economics
Year:
2000
Language:
english
File:
PDF, 145 KB
english, 2000
11

The Federal Reserve's response to exchange rate shocks

Assane, Djeto, Malamud, Bernard
Journal:
Applied Financial Economics
Year:
2000
Language:
english
File:
PDF, 880 KB
english, 2000
13

A market-augmented model for SIMEX Brent crude oil futures contracts

Sequeira, John M., McAleer, Michael
Journal:
Applied Financial Economics
Year:
2000
Language:
english
File:
PDF, 190 KB
english, 2000