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~language:"ara"
~language:"dan"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"Efficient market hypothesis"
~subject:"United Kingdom"
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Efficient market hypothesis
United Kingdom
Time series analysis
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Gil-Alaña, Luis A.
Minford, Patrick
31
Caporale, Guglielmo Maria
23
Machin, Stephen
17
Blake, David
16
Görg, Holger
16
Jones, Geoffrey
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Economics and finance working paper series
15
Economics letters
2
Tourism economics : the business and finance of tourism and recreation
2
Applied economics
1
Applied economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
22
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1
Fractional integration and
business
cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 343-359
Persistent link: https://www.econbiz.de/10002080025
Saved in:
2
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
4
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
5
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
6
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
7
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
8
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
9
The weekend effect : a trading robot and fractional integration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010364554
Saved in:
10
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010348409
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