Volume 12; Issue 8

Applied Financial Economics

Volume 12; Issue 8

1

Predictability of stock returns: is it rational?

Azar, Samih Antoine

Journal:

Applied Financial Economics

Year:

2002

Language:

english

File:

PDF, 203 KB

english, 2002

2

Do forecasters use monetary models? an empirical analysis of exchange rate expectations

Schröder, Michael, Dornau, Robert

Journal:

Applied Financial Economics

Year:

2002

Language:

english

File:

PDF, 231 KB

english, 2002

3

Korean stock prices under price limits: variance ratio tests of random walks

Ryoo, Hyun-Jung, Smith, Graham

Journal:

Applied Financial Economics

Year:

2002

Language:

english

File:

PDF, 251 KB

english, 2002

4

Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates

Beine, Michel, Laurent, Sébastien, Lecourt, Christelle

Journal:

Applied Financial Economics

Year:

2002

Language:

english

File:

PDF, 281 KB

english, 2002

5

Share returns and the Fisher hypothesis reconsidered

Madsen, Jakob B.

Journal:

Applied Financial Economics

Year:

2002

Language:

english

File:

PDF, 256 KB

english, 2002

6

Do venture capitalists add value? A comparative study between Singapore and US

Wang, Clement K., Wang, Kangmao, Lu, Qing

Journal:

Applied Financial Economics

Year:

2002

Language:

english

File:

PDF, 207 KB

english, 2002

7

Generalized asymmetric power ARCH modelling of exchange rate volatility

McKenzie, Michael, Mitchell, Heather

Journal:

Applied Financial Economics

Year:

2002

Language:

english

File:

PDF, 4.31 MB

english, 2002

8

A solution to the equity premium and riskfree rate puzzles: an empirical investigation using Japanese data

Maki, Atsushi, Sonoda, Tadashi

Journal:

Applied Financial Economics

Year:

2002

Language:

english

File:

PDF, 294 KB

english, 2002