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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001615056
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001615066
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Testing for bubbles in the BRICS stock markets
Chang, Tsangyao; Gil-Alaña, Luis A.; Aye, Goodness C.; … - In: Journal of economic studies 43 (2016) 4, pp. 646-660
Persistent link: https://www.econbiz.de/10011692406
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The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economic studies 43 (2016) 6, pp. 954-965
Persistent link: https://www.econbiz.de/10011694413