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The monetary model of the exchange rate and equities : an ARDL bounds testing approach

Morley, Bruce - In: Applied financial economics 17 (2007) 4/6, pp. 391-397

Persistent link: https://www.econbiz.de/10003446043

Are OECD stock prices characterized by a random walk? : Evidence from sequential trend break and panel data models

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The random walk hypothesis and the behaviour of foreign capital portfolio flows : the Brazilian stock market case

Tabak, Benjamin Miranda - In: Applied financial economics 13 (2003) 5, pp. 369-378

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A multi-country analysis of the temporary and permanent components of stock prices

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Korean stock prices under price limitis : variance ratio tests of random walks

Ryoo, Hyun-jung; Smith, Graham - In: Applied financial economics 12 (2002) 8, pp. 545-553

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Seasonality in stock returns

Bentzen, Eric - In: Applied financial economics 19 (2009) 19/21, pp. 1605-1610

In this article, we investigate the January effect on stocks traded at New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ). Unlike other empirical works we suggest expanding the model to cover several main...

Persistent link: https://www.econbiz.de/10003904305