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The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric; Namin, Fatemeh Salimi - In: Economic modelling 81 (2019), pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
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Information asymmetry, cluster trading, and market efficiency : evidence from the Chinese stock market
Hu, Yingyi; Prigent, Jean-Luc - In: Economic modelling 80 (2019), pp. 11-22
Persistent link: https://www.econbiz.de/10012199161
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Fundamental traders' "tragedy of the commons" : information costs and other determinants for the survival of experts and noise traders in financial markets
Witte, Björn-Christopher - In: Economic modelling 32 (2013), pp. 377-385
Persistent link: https://www.econbiz.de/10009762147
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Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson; Kaufmann, Hendrik; Wegener, Christoph - In: Economic modelling 73 (2018), pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
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The role of financial speculation in the energy future markets : a new time-varying coefficient approach
Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122
Persistent link: https://www.econbiz.de/10011475857
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The impact of speculation on house prices in the United Kingdom
Levin, Eric J. - In: Economic modelling 14 (1997) 4, pp. 567-585
Persistent link: https://www.econbiz.de/10001238056
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Testing for bubbles in the art markets : an empirical investigation
Assaf, Ata - In: Economic modelling 68 (2018), pp. 340-355
Persistent link: https://www.econbiz.de/10011935384
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Who poisons the pool? : time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets
Ngene, Geoffrey M.; Lee Kim, Yea; Wang, Jinghua - In: Economic modelling 81 (2019), pp. 136-147
Persistent link: https://www.econbiz.de/10012201529
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916
Persistent link: https://www.econbiz.de/10009545495