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Non-linearities and persistence in US long-run interest rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Applied economics letters 29 (2022) 4, pp. 366-370

Persistent link: https://www.econbiz.de/10012803550

Long-term price overreactions : are markets inefficient?

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economics and finance 43 (2019) 4, pp. 657-680

Persistent link: https://www.econbiz.de/10012385147

Gold and oil prices : abnormal returns, momentum and contrarian effects

Caporale, Guglielmo Maria; Plastun, Alex - In: Financial markets and portfolio management 35 (2021) 3, pp. 353-368

Persistent link: https://www.econbiz.de/10012616165

Momentum effects in the cryptocurrency market after one-day abnormal returns

Caporale, Guglielmo Maria; Plastun, Alex - In: Financial markets and portfolio management 34 (2020) 3, pp. 251-266

Persistent link: https://www.econbiz.de/10012289645

The economics of security analysis

Hou, Kewei; Mo, Haitao; Xue, Chen; Zhang, Lu - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 164-186

Persistent link: https://www.econbiz.de/10014469937

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

The frequency of one-day abnormal returns and price fluctuations in the FOREX

Caporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor - In: Journal of applied economics 24 (2021) 1, pp. 401-415

This paper analyses the explanatory power of the frequency of abnormal returns in the FOREX over the period 1994-2019. The following hypotheses are tested: frequency of abnormal returns is asignificant driver of price movements (H1); it does not exhibit seasonal patterns (H2); it is stable over...

Persistent link: https://www.econbiz.de/10013174306

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