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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Efficient market hypothesis"
~subject:"Großbritannien"
~subject:"United Kingdom"
~type_genre:"Non-commercial literature"
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Efficient market hypothesis
Großbritannien
United Kingdom
Estimation
38
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38
Time series analysis
30
Zeitreihenanalyse
30
USA
26
United States
26
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23
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23
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22
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22
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20
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20
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18
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16
Kapitaleinkommen
16
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Cointegration
14
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Caporale, Guglielmo Maria
Minford, Patrick
22
Gil-Alaña, Luis A.
13
Hart, Robert A.
13
Görg, Holger
12
Machin, Stephen
10
Meenagh, David
10
Allen, David E.
9
Blake, David
9
Francesconi, Marco
9
Nelson, Edward
9
Van Reenen, John
9
Voth, Hans-Joachim
9
Blanchflower, David G.
8
Bryson, Alex
8
Foreman-Peck, James S.
8
Mumford, Karen
8
Chevalier, Arnaud
7
Gibbons, Steve
7
Haskel, Jonathan
7
Hayo, Bernd
7
Mason, Geoff
7
Sloane, Peter J.
7
Deakin, Simon F.
6
Dowd, Kevin
6
Forth, John
6
Geishecker, Ingo
6
Mierzwa, Sascha
6
Waterson, Michael
6
Weale, Martin
6
Addison, John T.
5
Basu, Anuradha
5
Benati, Luca
5
Booth, Alison L.
5
Breinlich, Holger
5
Cairns, Andrew
5
Chadha, Jagjit
5
Dhingra, Swati
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Economics and finance working paper series
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ECONIS (ZBW)
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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
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:
3
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
4
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:
5
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:
6
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:
7
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:
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
Measuring alpha in the fund management industry : do female managers perform better?
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2013
Persistent link: https://www.econbiz.de/10009767842
Saved in:
10
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
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