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Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?

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Do high-tech stock prices revert to their 'fundamental' value?

By Becchetti Leonardo   Adriani Fabrizio  

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The co-movement of stock prices, herd behaviour and high-tech mania

By Guo Wen-Chung   Shih Hsiu-Ting  

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Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?

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Applied Financial Economics, Vol. 12, Iss. 1, 2002-01 ,pp. : 25-31

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