Similar Search Results

Are European equity markets efficient? : new evidence from fractal analysis

Onali, Enrico; Goddard, John - In: International review of financial analysis 20 (2011) 2, pp. 59-67

Persistent link: https://www.econbiz.de/10009295902

A note on cointegration of international stock market indices

Dimpfl, Thomas - In: International review of financial analysis 33 (2014), pp. 10-16

Persistent link: https://www.econbiz.de/10010520092

Long Run and Cyclical Dynamics in the U.S. Stock Market

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2021

This paper examines the long-run dynamics and the cyclical structure of various series related to the US stock market using fractional integration. We implement a procedure which enables one to consider unit roots with possibly fractional orders of integration both at the zero (long-run) and the...

Persistent link: https://www.econbiz.de/10013316966

Revisiting the asymmetric dynamic dependence of stock returns : evidence from a quantile autoregression model

Zhu, Huiming; Li, Zhao-Lai; You, Wan-hai; Zeng, Zhaofa - In: International review of financial analysis 40 (2015), pp. 142-153

Persistent link: https://www.econbiz.de/10011475708

Testing weak-form market efficiency : evidence from the Istanbul Stock Exchange

Buguk, Cumhur; Brorsen, Wade - In: International review of financial analysis 12 (2003) 5, pp. 579-590

Persistent link: https://www.econbiz.de/10001797479

On the efficiency of the global gold markets

Ntim, Collins G.; English, John; Nwachukwu, Jacinta C.; … - In: International review of financial analysis 41 (2015), pp. 218-236

Persistent link: https://www.econbiz.de/10011508650

Measuring informational efficiency of the European carbon market : a quantitative evaluation of higher order dependence

Sattarhoff, Cristina; Gronwald, Marc - In: International review of financial analysis 84 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013472965

Size and power of tests based on Permanent-Transitory Component Models

Casalin, Fabrizio - In: International review of financial analysis 47 (2016), pp. 142-153

Persistent link: https://www.econbiz.de/10011624095

The price linkages between the equity fund price levels and the stock markets : evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (MPF)

Chu, Patrick Kuok-Kun - In: International review of financial analysis 19 (2010) 4, pp. 281-288

Persistent link: https://www.econbiz.de/10009272665

Stock returns, quantile autocorrelation, and volatility forecasting

Zhao, Yixiu; Upreti, Vineet; Cai, Yuzhi - In: International review of financial analysis 73 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012803612