Similar Search Results

Testing the order of integration of the UK unemployment

Gil-Alaña, Luis A. - In: Applied econometrics and international development 2 (2002) 1, pp. 21-40

Persistent link: https://www.econbiz.de/10003716812

The impact of the closing call auction : an examination of effects in London

Battig, Christopher; Chelley-Steeley, Patricia L. - In: Applied financial economics 20 (2010) 4/6, pp. 303-315

This article examines the impact on market quality that the introduction of a closing call auction had at the London Stock Exchange (LSE). Using the market model approach of Cohen et al. (1983a, b) we show that opening and closing market quality improved for those Financial Times and Stock...

Persistent link: https://www.econbiz.de/10003963124

Serial correlation in the returns of UK capitalization based portfolios

Chelley-Steeley, Patricia L. - In: Applied financial economics 14 (2004) 13, pp. 975-979

Persistent link: https://www.econbiz.de/10002195494

The leverage effect in the UK stock market

Chelley-Steeley, Patricia L.; Steeley, James M. - In: Applied financial economics 15 (2005) 6, pp. 409-423

Persistent link: https://www.econbiz.de/10002708209

Exchange controls and the transmission of equity market volatility : the case of the UK

Chelley-Steeley, Patricia L. - In: Applied financial economics 10 (2000) 3, pp. 317-327

Persistent link: https://www.econbiz.de/10001526295

Testing for stock market bubbles using nonlinear models and fractional integration

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321

Persistent link: https://www.econbiz.de/10003605836

The weekly structure of US stock prices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764

Persistent link: https://www.econbiz.de/10009384839