Fractional integration in daily stock market indices at Jordan's Amman stock exchange
Year of publication: |
July 2016
|
---|---|
Authors: | Al-Shboul, Mohammad ; Anwar, Sajid |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 37.2016, p. 16-37
|
Subject: | Fractional integration | Local whittle | Efficient market hypothesis | Random walk | Log-periodogram | Jordan | Jordanien | Effizienzmarkthypothese | Börse | Bourse | Aktienmarkt | Stock market | Random Walk | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price | Kointegration | Cointegration |
-
Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S., (2015)
-
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria, (2013)
-
A study on market efficiency using data from Shanghai stock exchange and Shenzhen stock exchange
Duan, Guoxi, (2021)
- More ...
-
Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
Al-Shboul, Mohammad, (2014)
-
Pricing of the currency risk in the Canadian equity market
Al-Shboul, Mohammad, (2014)
-
Foreign exchange rate exposure : evidence from Canada
Al-Shboul, Mohammad, (2014)
- More ...