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Signalling the Dotcom bubble: A multiple changes in persistence approach

Leone, Vitor; Medeiros, Otavio Ribeiro de - In: The Quarterly Review of Economics and Finance 55 (2015) C, pp. 77-86

This study investigates multiple changes in persistence in the dividend–price and price–earnings ratio of the NASDAQ Composite Index. Recent time series methods that are capable of signalling and dating asset price bubbles are employed, in particular the method developed by Leybourne, Kim,...

Persistent link: https://www.econbiz.de/10011193785

An investigation of regime shifts in UK commercial property returns : a time series analysis

Coleman, Simeon; Leone, Vitor - In: Applied economics 47 (2015) 58/60, pp. 6479-6492

Persistent link: https://www.econbiz.de/10011412030

Collective organisational publicness versus privateness in community sport : a national panel study of local authorities

Hodgkinson, Ian R.; Hughes, Paul; Leone, Vitor - In: European Sport management quarterly : ESMQ 21 (2021) 4, pp. 564-582

Persistent link: https://www.econbiz.de/10012623295

Technological progress, non-price factors competitiveness, and changes in trade income elasticities : Empirical evidence from South Korea and Hong Kong

Resende, Marco Flávio da Cunha; Leone, Vitor; Torres, … - In: European journal of economics and economic policies : … 18 (2021) 1, pp. 29-54

Persistent link: https://www.econbiz.de/10012624938

Equity ownership in cross-border mergers and acquisitions by British firms : an analysis of real options and transaction cost factors

Ahammad, Mohammad F.; Leone, Vitor; Tarba, Shlomo Yedidia; … - In: British journal of management : BJM 28 (2017) 2, pp. 180-196

Persistent link: https://www.econbiz.de/10011684366

Planning to improvise? : the role of reasoning in the strategy process : evidence from Malaysia

Hughes, Paul; Hodgkinson, Ian R.; Darwina Arshad; … - In: Asia Pacific journal of management : APJM ; a … 35 (2018) 2, pp. 449-470

Persistent link: https://www.econbiz.de/10011884021

High frequency trading, price discovery and market efficiency in the FTSE100

Leone, Vitor; Kwabi, Frank - In: Economics letters 181 (2019), pp. 174-177

Persistent link: https://www.econbiz.de/10012121841

Latin American stock market dynamics and comovement

Coleman, Simeon; Leone, Vitor; de Medeiros, Otavio R. - In: International Journal of Finance & Economics 24 (2018) 3, pp. 1109-1129

Persistent link: https://www.econbiz.de/10012082711

Changes in the risk structure of stock returns: Consumer Confidence and the dotcom bubble

Leger, Lawrence; Leone, Vitor - In: Review of Financial Economics 17 (2008) 3, pp. 228-244

Changes in the risk structure of stock returns may sometimes be very revealing. We examine economic variables that help explain principal components in UK stock returns, 01/1985 to 12/2001. The loading pattern on explanatory variables for the first component in a 'bubble' period is distinctive...

Persistent link: https://www.econbiz.de/10005123388