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subject:"Estimation"
subject:"Japan"
~person:"Gregoriou, Andros"
~person:"Hamori, Shigeyuki"
~subject:"Australia"
~subject:"Kanada"
~subject:"Share price"
~type_genre:"Article in journal"
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Estimation
Japan
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Großbritannien
32
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32
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13
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13
Aktienmarkt
10
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10
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8
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7
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Gregoriou, Andros
Hamori, Shigeyuki
Gil-Alaña, Luis A.
28
Caporale, Guglielmo Maria
15
Blundell, Richard W.
14
Gupta, Rangan
14
Wohar, Mark E.
13
McMillan, David G.
12
Moosa, Imad A.
12
Sarno, Lucio
12
Clare, Andrew D.
11
Peel, David
11
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10
Machin, Stephen
10
Speight, Alan E. H.
10
Ap Gwilym, Owain
9
Apergēs, Nikolaos
9
Bekaert, Geert
9
Brown, Sarah
9
Hart, Robert A.
9
Jenkins, Stephen
9
Mills, Terence C.
9
Steeley, James M.
9
Taylor, Mark P.
9
Thomas, Stephen
9
Bryson, Alex
8
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8
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8
Girma, Sourafel
8
Hall, Stephen G.
8
Koedijk, Kees
8
Mizen, Paul
8
Narayan, Paresh Kumar
8
Chelley-Steeley, Patricia L.
7
Choudhry, Taufiq
7
Eichholtz, Piet
7
Hudson, Robert
7
Kouretas, Georgios P.
7
MacDonald, Ronald
7
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7
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Applied financial economics
2
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2
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2
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2
Japan and the world economy : international journal of theory and policy
2
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1
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1
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1
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ECONIS (ZBW)
21
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1
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10
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21
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1
Stock liquidity and return distribution : evidence from the London Stock Exchange
Wang, Andong
;
Hudson, Robert
;
Rhodes, Mark J.
;
Zhang, Sijia
- In:
Finance research letters
39
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012804976
Saved in:
2
Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift
Tamakoshi, T.
;
Hamori, Shigeyuki
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 151-155
Persistent link: https://www.econbiz.de/10011414493
Saved in:
3
Does the London Stock Exchange require an upstairs market? : evidence from block trades
Gregoriou, Andros
- In:
Journal of economic studies
43
(
2016
)
3
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011690175
Saved in:
4
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu
;
Cai, Xiao Jing
;
Mengling Li
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
5
On the time-varying linkages among the London Interbank Offer Rates for major European currencies
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
International journal of financial research
4
(
2013
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009701634
Saved in:
6
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
7
Trading frequency and asset pricing on the London Stock Exchange : evidence from a new price impact ratio
Florackis, Chris
;
Gregoriou, Andros
;
Kostakis, Alexandros
- In:
Journal of banking & finance
35
(
2011
)
12
,
pp. 3335-3350
Persistent link: https://www.econbiz.de/10009384239
Saved in:
8
Stock liquidity and investment opportunities : new evidence from FTSE 100 index deletions
Gregoriou, Andros
;
Ngoc Dung Nguyen
- In:
Journal of international financial markets, …
20
(
2010
)
3
,
pp. 267-274
Persistent link: https://www.econbiz.de/10009260262
Saved in:
9
Modeling the behaviour of inflation deviations from the target
Gregoriou, Andros
;
Kontonikas, Alexandros
- In:
Economic modelling
26
(
2009
)
1
,
pp. 90-95
Persistent link: https://www.econbiz.de/10003816695
Saved in:
10
Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi
;
Hamori, Shigeyuki
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
1
,
pp. 27-54
Persistent link: https://www.econbiz.de/10003804532
Saved in:
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