scholarly journals Are European equity markets efficient? New evidence from fractal analysis

2011 ◽  
Vol 20 (2) ◽  
pp. 59-67 ◽  
Author(s):  
Enrico Onali ◽  
John Goddard
Keyword(s):  
Fractal Analysis ◽  
Equity Markets ◽  
New Evidence ◽  
European Equity

Modeling Common Volatility and Dynamic Risk Premia in European Equity Markets

2002 ◽  
Author(s):  
Gregory Koutmos ◽  
Johan Anders Knif ◽  
George C. Philippatos
Keyword(s):  
Equity Markets ◽  
Risk Premia ◽  
Dynamic Risk ◽  
European Equity

The relative importance of common factors across the European equity markets

1992 ◽  
Vol 16 (1) ◽  
pp. 75-95 ◽  
Author(s):  
Stan Beckers ◽  
Richard Grinold ◽  
Andrew Rudd ◽  
Dan Stefek
Keyword(s):  
Common Factors ◽  
Equity Markets ◽  
Relative Importance ◽  
European Equity
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