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Stock return predictability or mismeasured risk?

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Bivariate and higher-order terms in models of international equity returns

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The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation

Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415

This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The empirical results, from maximum likelihood regressions, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models and Vector Autoregression (VAR) estimates, provide...

Persistent link: https://www.econbiz.de/10003963313

Are there threshold effects in the stock price-dividend relation? : the case of the US stock market, 1871 - 2004

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Approriate lag specification for daily responses of international stock markets

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An alternative test for weak form efficiency based on technical analysis

Loh, Elaine Y. L. - In: Applied financial economics 17 (2007) 10/12, pp. 1003-1012

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