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person:"Zhang, Lu"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Handbook of macroeconomics ; Vol. 1C"
~isPartOf:"Journal of political economy"
~isPartOf:"The American economic review"
~person:"Andersen, Torben"
~person:"Campbell, John Y."
~person:"Garicano, Luis"
~person:"Gil-Alaña, Luis A."
~person:"Goetzmann, William N."
~person:"Prokopczuk, Marcel"
~person:"Subrahmanyam, Avanidhar"
~subject:"Effizienzmarkthypothese"
~subject:"Risikoprämie"
~subject:"Theorie"
~subject:"World"
~type_genre:"Arbeitspapier"
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Effizienzmarkthypothese
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Zhang, Lu
Andersen, Torben
Campbell, John Y.
Garicano, Luis
Gil-Alaña, Luis A.
Goetzmann, William N.
Prokopczuk, Marcel
Subrahmanyam, Avanidhar
Caporale, Guglielmo Maria
11
Plastun, Alex
5
Canepa, Alessandra
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Skinner, Frank S.
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González Pérez, María de la O
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Economics and finance working paper series
Handbook of macroeconomics ; Vol. 1C
Journal of political economy
The American economic review
Working paper / National Bureau of Economic Research, Inc.
31
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
CESifo working papers
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Fisher College of Business working paper series
4
Discussion paper / Centre for Economic Policy Research
3
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2
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2
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2
Financial Institutions Center
2
Technical working paper / National Bureau of Economic Research
2
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2
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1
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
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1
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1
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ECONIS (ZBW)
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Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
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
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 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:
5
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
6
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963304
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
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
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