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Efficient market hypothesis in emerging stock markets : gradual shifts and common factors in panel data
Nazlıoğlu, Şaban; Pazarci, Sevket; Kar, Asim; Varol, … - In: Applied economics letters 31 (2024) 18, pp. 1773-1779
Persistent link: https://www.econbiz.de/10015077495
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Identification of a basket peg : the model specification controversy
Moosa, Imad A. - In: Applied economics letters 23 (2016) 10/12, pp. 795-800
Persistent link: https://www.econbiz.de/10011628570
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Predictability of equity returns during a financial crisis
Shynkevich, Andrei - In: Applied economics letters 23 (2016) 16/18, pp. 1201-1205
Persistent link: https://www.econbiz.de/10011701849
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On the evolution of cryptocurrency market efficiency
Noda, Akihiko - In: Applied economics letters 28 (2021) 6, pp. 433-439
Persistent link: https://www.econbiz.de/10012485046
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Return seasonality in the foreign exchange market
Tse, Yiuman - In: Applied economics letters 25 (2018) 1, pp. 5-8
Persistent link: https://www.econbiz.de/10011853573
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Sustainability of current accounts : evidence from the quantile unit-root test
Kuo, Chen-Yin - In: Applied economics letters 23 (2016) 10/12, pp. 747-755
Persistent link: https://www.econbiz.de/10011628492
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A simple IID test for autoregressive conditional duration models
Yang, Wei; Chen, Fei - In: Applied economics letters 23 (2016) 13/15, pp. 1026-1028
Persistent link: https://www.econbiz.de/10011629494
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On IVX-based structural break tests in univariate predictive regressions
Fei, Yijie - In: Applied economics letters 31 (2024) 16, pp. 1535-1545
Persistent link: https://www.econbiz.de/10015075480
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Cryptocurrency return reversals
Kozlowski, Steven E.; Puleo, Michael R.; Zhou, Jizhou - In: Applied economics letters 28 (2021) 11, pp. 887-893
Persistent link: https://www.econbiz.de/10012589685
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Identifying periods of market inefficiency for return predictability
Mitra, Subrata Kumar; Chattopadhyay, Manojit; Charan, … - In: Applied economics letters 24 (2017) 10/12, pp. 668-671
Persistent link: https://www.econbiz.de/10011714120