ISSN 0960-3107, Online ISSN: 1466-4305
Publisher: Routledge, part of the Taylor & Francis Group
The stock market behaviour prior and subsequent to new highs
Short and long term components of volatility in Hong Kong stock returns
A test of US equity market reaction to surprises in an era of high trading volume
Ajayi, Richard A.; Mehdian, Seyed; Perry, Mark J.
Seasonality as an unobservable component: the case of Kuwait stock market
Al-Deehani, Talla M.
Investigating asymmetry in US stock market indexes: evidence from a stochastic volatility model
Cappuccio, Nunzio; Lubian, Diego; Raggi, Davide
Testing for bubbles: an application of tests for change in persistence