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~language:"eng"
~person:"Bordo, Michael D."
~person:"Caporale, Guglielmo Maria"
~subject:"Efficient market hypothesis"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Efficient market hypothesis
Schätzung
43
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35
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Bordo, Michael D.
Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
8
Plastun, Alex
5
O'Grady, Barry
4
Duan, Guoxi
3
Stadtmann, Georg
3
Takatsuki, Yasuo
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2
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Henry, Ólan Thomas John
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Economics and finance working paper series
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ECONIS (ZBW)
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1
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:
2
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
3
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:
4
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
5
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:
6
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010348409
Saved in:
7
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
8
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
Saved in:
9
Price formation on the EuroMTS platform
Caporale, Guglielmo Maria
;
Girardi, Alessandro
-
2009
Persistent link: https://www.econbiz.de/10003942331
Saved in:
10
Testing for persistence in mutual fund performance and the ex post verification problem : evidence from the Greek market
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2007
Persistent link: https://www.econbiz.de/10003410801
Saved in:
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