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~isPartOf:"Journal of empirical finance"
~isPartOf:"The economic history review : a journal of economic and social history"
~subject:"Share price"
~subject:"Stock market"
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Applied financial economics
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51
Time-varying volatility and the power law distribution of stock returns
Warusawitharana, Missaka
- In:
Journal of empirical finance
49
(
2018
),
pp. 123-141
Persistent link: https://www.econbiz.de/10012117726
Saved in:
52
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
53
Market volatility and momentum
Wang, Kevin Q.
;
Xu, Jianguo
- In:
Journal of empirical finance
30
(
2015
),
pp. 79-91
Persistent link: https://www.econbiz.de/10011489219
Saved in:
54
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
55
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
56
Why long horizons? : A study of power against persistent alternatives
Campbell, John Y.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 459-491
Persistent link: https://www.econbiz.de/10001655350
Saved in:
57
A dynamic analysis of stock price ratios
Giannetti, Antoine
;
Viale, Ariel M.
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009124556
Saved in:
58
Behaviour of stock markets' memories
Mohammadi, Shapour
;
Pouyanfar, Ahmad
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 183-194
Persistent link: https://www.econbiz.de/10009124655
Saved in:
59
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
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60
Are stock prices in the US nonstationary? : evidence from contemporary unit root tests
Murthy, Vasudeva
;
Washer, Kenneth
;
Wingender, John R.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1703-1709
Persistent link: https://www.econbiz.de/10009385050
Saved in:
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