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~isPartOf:"Discussion paper"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Fisher College of Business working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"KBI"
~isPartOf:"NBER Working Paper"
~person:"Caporale, Guglielmo Maria"
~person:"Lechner, Michael"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Großbritannien"
~subject:"Unemployment"
~type:"book"
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Börsenkurs
CAPM
Estimation theory
Großbritannien
Unemployment
Estimation
55
Schätzung
55
Time series analysis
49
Zeitreihenanalyse
49
Theorie
33
Theory
33
Volatility
33
Volatilität
33
Aktienmarkt
31
Share price
31
Stock market
31
USA
28
United States
28
Capital income
26
Kapitaleinkommen
26
Cointegration
23
EU countries
23
EU-Staaten
23
Kointegration
23
United Kingdom
18
fractional integration
17
ARCH model
13
ARCH-Modell
13
Efficient market hypothesis
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Effizienzmarkthypothese
13
Emerging economies
12
Kaufkraftparität
12
Purchasing power parity
12
Schwellenländer
12
Welt
12
World
12
Exchange rate
11
Structural break
11
Strukturbruch
11
Wechselkurs
11
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10
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10
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Arbeitspapier
61
Working Paper
61
Graue Literatur
57
Non-commercial literature
57
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English
61
Author
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Caporale, Guglielmo Maria
Lechner, Michael
Gil-Alaña, Luis A.
29
Croux, Christophe
26
Stulz, René M.
18
Zhang, Lu
18
Hou, Kewei
15
Machin, Stephen
15
Micklewright, John
12
Plastun, Alex
12
Maravall Herrero, Agustín
11
Lee, Lung-Fei
10
Manning, Alan
10
Steiner, Viktor
10
Claeskens, Gerda
9
Schmid, Timo
9
Giles, David E. A.
8
Hunter, John
8
Redding, Stephen
8
Birru, Justin
7
Gómez, Víctor
7
Mizen, Paul
7
Werner, Ingrid M.
7
Ben-David, Itzhak
6
Claeskens, G.
6
Davis, E. Philip
6
Fidrmuc, Jan
6
Laisney, François
6
Lauterbach, Beni
6
Puhani, Patrick A.
6
Sampson, Thomas
6
Spagnolo, Nicola
6
Tzavidis, Nikos
6
Wadsworth, Jonathan
6
Watanabe, Minoru
6
Xue, Chen
6
Alfons, Andreas
5
Banerjee, Anindya
5
Blanchflower, David G.
5
Bloom, Nicholas
5
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Discussion paper
EUI working paper / ECO
Economics and finance working paper series
Fisher College of Business working paper series
Journal of financial economics
KBI
NBER Working Paper
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
22
Discussion paper / Centre for Economic Policy Research
8
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
7
Discussion paper series / IZA
7
Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
6
Beiträge zur angewandten Wirtschaftsforschung
4
Department of Economics working papers
4
Brunel University London, Economics and Finance Working Paper Series
2
CESifo working papers
2
Discussion papers / CEPR
2
Beiträge zur angewandten Statistik
1
Brunel Economics and Finance Working Paper
1
Brunel University London, Department of Economics and Finance Working Paper Series
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Discussion papers in economics
1
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
1
GSBE research memoranda
1
HWWA Discussion Paper
1
HWWA discussion paper
1
IHS economics series : working paper
1
Reihe Ökonomie
1
Swiss Institute for International Economics and Applied Economic Research Working Paper
1
University of St. Gallen Economics Discussion Paper
1
University of St. Gallen, Department of Economics, Discussion Paper
1
University of St.Gallen, Department of Economics, Discussion Paper
1
University of St.Gallen, Department of Economics, Discussion Paper Series
1
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
1
ZEW discussion papers
1
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ECONIS (ZBW)
61
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1
International capital markets structure, preferences and puzzles : the US-China case
Caporale, Guglielmo Maria
;
Donadelli, Michael
;
Varani, …
-
2014
Persistent link: https://www.econbiz.de/10010241355
Saved in:
2
Calendar anomalies in the Russian stock market
Caporale, Guglielmo Maria
;
Zakirova, Valentina
-
2016
Persistent link: https://www.econbiz.de/10011536787
Saved in:
3
Force majeure events and stock market reactions in Ukraine
Caporale, Guglielmo Maria
;
Plastun, Alex
;
Makarenko, Inna
-
2019
Persistent link: https://www.econbiz.de/10011996345
Saved in:
4
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
5
Price overreactions in the FOREX and trading strategies
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2019
Persistent link: https://www.econbiz.de/10011996356
Saved in:
6
Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995547
Saved in:
7
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
8
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria
;
Plastun, Alex
;
Oliinyk, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011995725
Saved in:
9
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
10
On stock price overreactions : frequency, seasonality and information content
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2018
Persistent link: https://www.econbiz.de/10011995735
Saved in:
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