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~isPartOf:"Economics and finance working paper series"
~person:"Caporale, Guglielmo Maria"
~subject:"Großbritannien"
~subject:"Share price"
~subject:"fractional integration"
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Großbritannien
Share price
fractional integration
Estimation
53
Schätzung
53
Time series analysis
49
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49
Volatility
33
Volatilität
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
32
Plastun, Alex
12
Davis, E. Philip
6
Spagnolo, Nicola
6
Fidrmuc, Jan
4
Hunter, John
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Balparda, Borja
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2
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2
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2
You, Kefei
2
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Arghyrou, Michael
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Economics and finance working paper series
Applied economics
5
Applied economics letters
4
Department of Economics working papers
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CESifo working papers
3
Cogent economics & finance
3
International journal of finance & economics : IJFE
3
Journal of applied economics
3
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Brunel University London, Economics and Finance Working Paper Series
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Brunel University London, Department of Economics and Finance Working Paper Series
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Defence and peace economics
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ECONIS (ZBW)
54
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1
Calendar anomalies in the Russian stock market
Caporale, Guglielmo Maria
;
Zakirova, Valentina
-
2016
Persistent link: https://www.econbiz.de/10011536787
Saved in:
2
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:
3
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:
4
Price overreactions in the FOREX and trading strategies
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2019
Persistent link: https://www.econbiz.de/10011996356
Saved in:
5
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
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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