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Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test
Chang, Tsangyao; Chiu, Chi-chen; Nieh, Chien-chung - In: Applied economics letters 14 (2007) 7/9, pp. 517-521
Persistent link: https://www.econbiz.de/10003512167
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Who has more influence on Asian stock markets around the subprime mortgage crisis : the US or China?
Nieh, Chien-chung; Yang, Chao-hsiang; Kao, Yu-sheng - In: Applied economics letters 19 (2012) 4/6, pp. 329-335
Persistent link: https://www.econbiz.de/10009630208
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Do the US trends drive the UK-French market linkages? : empirical evidence from a threshold intraday analysis
Jawadi, Fredj; Louhichi, Waël; Ameur, Hachmi Ben - In: Applied economics letters 20 (2013) 4/6, pp. 499-503
Persistent link: https://www.econbiz.de/10009709356
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Testing lead-lag relations between portfolio under price-limits
Chiao, Chaoshin; Hung, Ken; Srivastava, Suresh C. - In: Applied economics letters 11 (2004) 5, pp. 313-317
Persistent link: https://www.econbiz.de/10002032995
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The new issues puzzle : evidence from non-US firms
Bali, Turan G.; Cakici, Nusret; Fabozzi, Frank J. - In: Applied economics letters 20 (2013) 16/18, pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105