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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied financial economics"
~person:"Garrett, Ian"
~person:"Masih, Abdul Mansur M."
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Estimation
7
Schätzung
7
Aktienmarkt
4
Stock market
4
Aktienindex
3
Großbritannien
3
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3
USA
3
United Kingdom
3
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Gil-Alaña, Luis A.
Garrett, Ian
Masih, Abdul Mansur M.
Brooks, Robert
5
Faff, Robert W.
5
Madura, Jeff
5
Becchetti, Leonardo
4
Hamori, Shigeyuki
4
Masih, Rumi
4
Akhigbe, Aigbe O.
3
Barkoulas, John T.
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Chatrath, Arjun
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3
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3
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3
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3
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2
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2
Ap Gwilym, Owain
2
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2
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2
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2
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2
Bissoondoyal-Bheenick, Emawtee
2
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2
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2
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2
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2
Chan, Howard Wei-hong
2
Clare, Andrew D.
2
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2
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Applied financial economics
CESifo working papers
44
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Applied economics
12
Applied economics letters
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
9
Research in international business and finance
6
EUI working paper / ECO
5
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Journal of economic studies
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Review of development finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
International review of financial analysis
3
Journal of economics and finance : JEF
3
The South African journal of economics
3
Department of Economics working papers
2
Discussion paper series / IZA
2
Economics letters
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirica : journal of european economics
2
Journal of economics and finance
2
Journal of international development : the journal of the Development Studies Association
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
African development review
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
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ECONIS (ZBW)
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1
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
2
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris
;
Garrett, Ian
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
Saved in:
3
An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Brooks, Chris
;
Garrett, Ian
;
Hinich, Melvin J.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 605-613
Persistent link: https://www.econbiz.de/10001525291
Saved in:
4
A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages
Masih, Abdul Mansur M.
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10001219239
Saved in:
5
Testing for seasonal patterns in conditional return volatility : evidence from Asia-Pacific markets
Clare, Andrew D.
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 517-523
Persistent link: https://www.econbiz.de/10001229835
Saved in:
6
Common stochastic trends, multivariate market efficiency and the temporal causal dynamics in a system of daily spot exchange rates
Masih, Abdul Mansur M.
- In:
Applied financial economics
6
(
1996
)
6
,
pp. 495-504
Persistent link: https://www.econbiz.de/10001217471
Saved in:
7
Investigating the robustness of tests of the market efficiency hypothesis : contributions from cointegration techniques on the Canadian floating dollar
Masih, Abdul Mansur M.
- In:
Applied financial economics
5
(
1995
)
3
,
pp. 139-150
Persistent link: https://www.econbiz.de/10001185273
Saved in:
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