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In this study we analyse the impact of workers' remittances on the decision to migrate by means of cointegration analysis. In traditional migration theories, especially in human capital models, the decision to migrate is based upon comparison of expected future incomes in the sending and the...
Persistent link: https://www.econbiz.de/10003471764
Persistent link: https://www.econbiz.de/10003996780
This paper examines the dynamics of stock prices in Ukraine by estimating the degree of persistence of the PFTS stock …
Persistent link: https://www.econbiz.de/10009723923
This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test...
Persistent link: https://www.econbiz.de/10011456764
This paper provides some new empirical evidence on the weekend effect (one of the best known anomalies in financial markets) in Ukrainian futures prices. The analysis uses various statistical techniques (average analysis, Student's t-test, dummy variables, and fractional integration) to test for...
Persistent link: https://www.econbiz.de/10010488267
Persistent link: https://www.econbiz.de/10011795772