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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Arquette, Gregory C."
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alaña, Luis A."
~person:"Guo, Hui"
~person:"Koedijk, Kees"
~person:"Pinegar, J. Michael"
~person:"Watson, Mark W."
~subject:"1962-1992"
~subject:"Inflation"
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Structural break"
~subject:"United Kingdom"
~subject:"Wechselkurs"
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1962-1992
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Arquette, Gregory C.
Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
Guo, Hui
Koedijk, Kees
Pinegar, J. Michael
Watson, Mark W.
Chang, Eric Chieh
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CESifo Working Paper Series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of banking & finance
Journal of financial and quantitative analysis : JFQA
CESifo working papers
18
Economics and finance working paper series
14
Working paper
11
Working paper / National Bureau of Economic Research, Inc.
8
CESifo Working Paper
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
DIW Berlin Discussion Paper
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Discussion paper / Centre for Economic Forecasting
4
Economics letters
4
Applied economics
3
Discussion paper / Centre for Economic Policy Research
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Review / Federal Reserve Bank of St. Louis
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in financial economics
2
Applied financial economics
2
Department of Economics working papers
2
Economic modelling
2
Journal of money, credit and banking : JMCB
2
NBER Working Paper
2
NBER macroeconomics annual
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NBER working paper series
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Research in international business and finance
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Advanced texts in econometrics
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Advances in economics and econometrics ; Vol. 3
1
Advances in quantitative analysis of finance and accounting : a research annual
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Applied economics letters
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Bank of Finland Research Discussion Paper
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Bank of Finland research discussion papers
1
Canadian journal of agricultural economics : CJAE
1
Cogent economics & finance
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper series / IZA
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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1
Tests of the nominal contracting hypothesis using stocks and bonds of the same firms
Chang, Eric Chieh
- In:
Journal of banking & finance
16
(
1992
)
3
,
pp. 477-496
Persistent link: https://www.econbiz.de/10001125884
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2
Stock market seasonals and prespecified multifactor pricing relations
Chang, Eric Chieh
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 517-533
Persistent link: https://www.econbiz.de/10001098659
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3
Seasonal fluctuations in industrial production and stock market seasonals
Chang, Eric Chieh
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10001063200
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4
US day-of-the-week effects and asymmetric responses to macroeconomic news
Chang, Eric Chieh
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 513-534
Persistent link: https://www.econbiz.de/10001243311
Saved in:
5
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001612100
Saved in:
6
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
7
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
8
International evidence on ethical mutual fund performance and investment style
Bauer, Rob
;
Koedijk, Kees
;
Otten, Rogér
- In:
Journal of banking & finance
29
(
2005
)
7
,
pp. 1751-1767
Persistent link: https://www.econbiz.de/10002817461
Saved in:
9
US ADR and Hong Kong H-share discounts of Shanghai-listed firms
Arquette, Gregory C.
;
Brown, William O.
;
Burdekin, …
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1916-1927
Persistent link: https://www.econbiz.de/10003775024
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10
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
Guo, Hui
;
Savickas, Robert
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1637-1649
Persistent link: https://www.econbiz.de/10008649421
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