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Liquidity skewness in the London Stock Exchange

Hsieh, Tsung-Han; Li, Youwei; McKillop, Donal G.; Wu, … - In: International review of financial analysis 56 (2018), pp. 12-18

Persistent link: https://www.econbiz.de/10012006199

Short-selling ban and cross-sectoral contagion : evidence from the UK

Azhar Mohamad; Jaafar, Aziz; Goddard, John A. - In: The journal of asset management 16 (2015) 7, pp. 484-501

Persistent link: https://www.econbiz.de/10011455743

Investor attention and FX market volatility

Goddard, John A.; Kita, Arben; Wang, Qingwei - In: Journal of international financial markets, … 38 (2015), pp. 79-96

Persistent link: https://www.econbiz.de/10011475168

A new hedging hypothesis regarding prediction interval formation in stock price forecasting

Zhu, Dan; Wang, Qingwei; Goddard, John A. - In: Journal of forecasting 41 (2022) 4, pp. 697-717

Persistent link: https://www.econbiz.de/10013287845

Are European Equity Markets Efficient? New Evidence from Fractal Analysis

Onali, Enrico - 2011

Fractal analysis is carried out on the stock market indices of seven European countries and the US. We find evidence of long-range dependence in the log return series of the Mibtel (Italy) and the PX-Glob (Czech Republic). Long-range dependence implies that predictable patterns in the log...

Persistent link: https://www.econbiz.de/10013127456