Applied financial economics

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  Año 2006, Vol. 16, Número 13

  • Are emerging stock market price indices really stationary?

    Chanwit Phengpis

    • Resumen

    págs. 931-939

    

  • What determines the speed of adjustment to the target capital structure?

    Wolfgang Drobetz, Gabrielle Wanzenried

    • Resumen

    págs. 941-958

    

  • Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market

    D. G. McMillan, Alan E. H. Speight

    • Resumen

    págs. 959-972

    

  • Is there an empirical link between the dollar price of the euro and the monetary fundamentals?

    Costas Karfakis

    • Resumen

    págs. 973-980

    

  • Is the risk-return relation positive?: Further evidence from a stochastic volatility in mean approach

    Geoffrey F. Loudon

    • Resumen

    págs. 981-992

    

  • Economic variables and stock market returns: evidence from the Athens stock exchange

    Theophano Patra, S.S. Poshakwale

    • Resumen

    págs. 993-1005