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Simulating stock returns under switching regimes ; a new test of market efficiency
Meenagh, David; Minford, Patrick; Peel, David - 2006
Persistent link: https://www.econbiz.de/10003322804
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Stock market efficiency and economic efficiency : is there a connection?
Dow, James; Gorton, Gary - 1995
Persistent link: https://www.econbiz.de/10013422383
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Non-synchronous trading and testing for market integration in Central European emerging markets
Schotman, Peter C.; Zalewska-Mitura, Anna - 2005
Persistent link: https://www.econbiz.de/10003226088
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Does market organization speed up market stabilization? : first lessons from the Budapest and Warsaw stock exchanges
Zalewska-Mitura, Anna - 1999
Persistent link: https://www.econbiz.de/10013422773
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Additions to market indices and the comovement of stock returns around the world
Claessens, Stijn; Yāfe, Yišay - 2008
Persistent link: https://www.econbiz.de/10003785795
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Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure; Lopez, Claude - 2013
Persistent link: https://www.econbiz.de/10009784712
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Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy; Vassalou, Maria - 1999
Persistent link: https://www.econbiz.de/10001406203
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Extreme correlation of international equity markets
Longin, Frano̧is - 2000
Persistent link: https://www.econbiz.de/10013423147
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The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto; Jorion, Philippe - 1988
Persistent link: https://www.econbiz.de/10000747131
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Can portfolio rebalancing explain the dynamics of equity returns, equity flows and exchange rates?
Hau, Harald - 2004
Persistent link: https://www.econbiz.de/10013424462