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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Stiglitz, Joseph E."
~subject:"Aktienmarkt"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Festschrift"
~type_genre:"Glossar enthalten"
~type_genre:"Textbook"
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Aktienmarkt
Theorie
172
Time series analysis
172
Zeitreihenanalyse
172
Theory
171
Estimation
127
Schätzung
127
USA
111
United States
111
Cointegration
65
Kointegration
65
Fractional integration
56
Welt
54
World
54
fractional integration
44
Großbritannien
43
United Kingdom
43
Börsenkurs
39
Einheitswurzeltest
39
Persistence
39
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39
Unit root test
39
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38
Strukturbruch
38
Stock market
37
Long memory
34
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32
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32
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31
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30
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28
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28
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26
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26
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persistence
25
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23
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23
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Amtsdruckschrift
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37
Arbeitspapier
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Gil-Alaña, Luis A.
Stiglitz, Joseph E.
Gupta, Rangan
87
Hammoudeh, Shawkat
56
Tiwari, Aviral Kumar
48
Xuan Vinh Vo
48
Zaremba, Adam
47
Mensi, Walid
42
Ma, Feng
41
Bouri, Elie
40
Kang, Sang Hoon
39
Wohar, Mark E.
38
Demirer, Rıza
37
Wong, Wing Keung
37
Lucey, Brian M.
36
McMillan, David G.
36
Nguyen, Duc Khuong
36
Guesmi, Khaled
35
Hassan, M. Kabir
34
Narayan, Paresh Kumar
34
Brooks, Robert
33
Caporale, Guglielmo Maria
33
Chiang, Thomas C.
31
Shahzad, Syed Jawad Hussain
31
Arouri, Mohamed
29
Faff, Robert W.
29
Ryu, Doojin
29
Sehgal, Sanjay
29
Yoon, Seong-min
29
Aloui, Chaker
25
Zhang, Yaojie
25
Ur Rehman, Mobeen
24
Corbet, Shaen
23
Ferreira, Paulo
23
Liang, Chao
23
Chong, Terence Tai-Leung
22
Pierdzioch, Christian
22
Power, David M.
22
Salisu, Afees A.
22
Wen, Fenghua
22
Balcilar, Mehmet
21
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Finance research letters
3
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of economic studies
2
Journal of economics and finance
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African journal of economic and sustainable development
1
Applied economics letters
1
Defence and peace economics
1
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1
Emerging markets, finance and trade : EMFT
1
European review of economics and finance
1
Global finance journal
1
International journal of bonds and derivatives
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Journal of economic integration : jei
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Journal of economics and finance : JEF
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Journal of forecasting
1
Journal of international money and finance
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Journal of quantitative economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
1
Review of development finance
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ECONIS (ZBW)
37
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1
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37
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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
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:
3
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:
4
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:
5
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
6
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
7
Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Journal of economic integration : jei
36
(
2021
)
2
,
pp. 185-202
Persistent link: https://www.econbiz.de/10012620110
Saved in:
8
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
9
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Saved in:
10
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
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