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~language:"eng"
~person:"Frino, Alex"
~person:"Gil-Alaña, Luis A."
~subject:"Aktienmarkt"
~subject:"Großbritannien"
~subject:"Share price"
~type_genre:"Article in journal"
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Aktienmarkt
Großbritannien
Share price
Time series analysis
173
Zeitreihenanalyse
173
Estimation
135
Schätzung
135
USA
83
United States
83
Theorie
68
Theory
68
Cointegration
65
Kointegration
65
Börsenkurs
64
Fractional integration
56
United Kingdom
46
fractional integration
44
Stock market
42
Volatility
41
Volatilität
41
Australia
39
Australien
39
Einheitswurzeltest
39
Persistence
39
Unit root test
39
Structural break
38
Strukturbruch
38
Long memory
34
Capital income
28
Kapitaleinkommen
28
Arbeitslosigkeit
27
Unemployment
27
Securities trading
26
Wertpapierhandel
26
persistence
25
Inflation
24
Welt
24
World
24
long memory
21
EU countries
19
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Undetermined
41
Free
9
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Article
127
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Article in journal
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127
Arbeitspapier
96
Working Paper
96
Graue Literatur
93
Non-commercial literature
93
Aufsatz im Buch
1
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1
Conference paper
1
Konferenzbeitrag
1
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English
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Frino, Alex
Gil-Alaña, Luis A.
Gupta, Rangan
163
McMillan, David G.
94
Narayan, Paresh Kumar
94
Machin, Stephen
88
Wohar, Mark E.
80
Caporale, Guglielmo Maria
79
Zaremba, Adam
74
Tiwari, Aviral Kumar
68
Faff, Robert W.
67
Hammoudeh, Shawkat
67
Blundell, Richard W.
66
Wright, Mike
66
Ryu, Doojin
63
Taylor, Mark P.
63
Xuan Vinh Vo
59
Ma, Feng
58
Madura, Jeff
58
Mills, Terence C.
58
Crafts, Nicholas
57
Hassan, M. Kabir
56
Brooks, Robert
55
Bouri, Elie
54
Nguyen, Duc Khuong
54
Apergēs, Nikolaos
52
Wong, Wing Keung
52
Bryson, Alex
49
Harris, Richard I. D.
49
Mensi, Walid
48
Disney, Richard
47
Lucey, Brian M.
47
Xiong, Xiong
47
Chiang, Thomas C.
46
Minford, Patrick
46
Zhang, Wei
46
Demirer, Rıza
45
Kang, Sang Hoon
45
Jenkins, Stephen
44
Power, David M.
44
Schiereck, Dirk
43
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The journal of futures markets
10
Pacific-Basin finance journal
6
Applied economics
5
Applied economics letters
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of theoretical and applied finance
4
Journal of economics and finance
4
Research in international business and finance
4
Finance research letters
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Review of development finance
3
Applied financial economics
2
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
2
Computational economics
2
Economia internazionale
2
Economic modelling
2
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economic studies
2
Journal of economics and finance : JEF
2
Journal of forecasting
2
Review of quantitative finance and accounting
2
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in Pacific Basin financial markets
1
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics letters
1
Atlantic economic journal : AEJ
1
Australian journal of management
1
Defence and peace economics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics bulletin : EB
1
Emerging markets, finance and trade : EMFT
1
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ECONIS (ZBW)
127
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1
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
2
Does information asymmetry predict audit fees?
Frino, Alex
;
Palumbo, Riccardo
;
Rosati, Pierangelo
- In:
Accounting and finance
63
(
2023
)
2
,
pp. 2597-2619
Persistent link: https://www.econbiz.de/10014302110
Saved in:
3
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
4
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
5
Connectivity costs and price efficiency : an event study
Frino, Alex
;
Kovacevic, Ognjen
;
Mollica, Vito
;
Webb, …
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
Saved in:
6
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
7
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
8
The outbreak of COVID-19 and stock market liquidity : evidence from emerging and developed equity markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534137
Saved in:
9
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
10
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
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