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A compound duration model for high-frequency asset returns
Aldrich, Eric M.; Heckenbach, Indra; Laughlin, Gregory - In: Journal of empirical finance 39 (2016), pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
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Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state duration-dependence Markov-switching models
Bejaoui, Azza; Karaa, Adel - In: Economic modelling 59 (2016), pp. 529-545
Persistent link: https://www.econbiz.de/10011647922
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Cash flow duration and the term structure of equity returns
Weber, Michael - In: Journal of financial economics 128 (2018) 3, pp. 486-503
Persistent link: https://www.econbiz.de/10011981177
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Structural change test in duration of bull and bear markets
Nicolau, João - In: Economics letters 146 (2016), pp. 64-67
Persistent link: https://www.econbiz.de/10011619060
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A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng; Chen, Xinyun; Xing, Haipeng - In: Economic modelling 118 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
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Rational speculative bubbles in the US stock market and political cycles
Wang, Miao; Wong, M. C. Sunny - In: Finance research letters 13 (2015), pp. 1-9
Persistent link: https://www.econbiz.de/10011552305
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The skewness of the stock market over long horizons
Neuberger, Anthony; Payne, Richard - In: The review of financial studies 34 (2021) 3, pp. 1572-1616
Persistent link: https://www.econbiz.de/10012434851
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Are there treatment duration differences in the Seattle and Denver income maintenance experiments?
Stephens, Melvin (contributor) - In: The B.E. journal of economic analysis & policy 7 (2007) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10003741999
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Work incentives in the social security disability benefit formula
Goda, Gopi Shah; Shoven, John B.; Slavov, Sita N. - 2015
Persistent link: https://www.econbiz.de/10011418867
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Job displacement and the duration of joblessness : the role of spatial mismatch
Andersson, Fredrik; Haltiwanger, John C.; Kutzbach, Mark J. - 2014
Persistent link: https://www.econbiz.de/10010360086