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subject:"Share price"
subject:"Stock index"
~isPartOf:"Applied financial economics letters"
~isPartOf:"Journal of economics and finance : JEF"
~person:"Caporale, Guglielmo Maria"
~person:"Sasu, Daniel"
~type:"article"
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Share price
Stock index
Estimation
4
Schätzung
4
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Time series analysis
3
Zeitreihenanalyse
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Aktienmarkt
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Persistence
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Stock market
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Theorie
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Theory
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Herding behaviour
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Caporale, Guglielmo Maria
Sasu, Daniel
Gil-Alaña, Luis A.
2
Aidoo, Eric N.
1
Alexakis, Christos A.
1
Aliano, Mauro
1
Amini, Shahram
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Ampofo, Richard T.
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Applied financial economics letters
Journal of economics and finance : JEF
Applied economics letters
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Computational economics
1
Defence and peace economics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Financial markets and portfolio management
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International journal of economics and financial issues : IJEFI
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International journal of finance & economics : IJFE
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Journal of economic integration
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Recent econometric techniques for macroeconomic and financial data
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Research in international business and finance
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Review of financial economics : RFE
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ECONIS (ZBW)
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1
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
2
An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach
Ampofo, Richard T.
;
Aidoo, Eric N.
;
Ntiamoah, Bernard O.
; …
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 517-540
Persistent link: https://www.econbiz.de/10014252698
Saved in:
3
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
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