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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"The journal of business : B"
~subject:"Aktienmarkt"
~subject:"Zeitreihenanalyse"
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Aktienmarkt
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USA
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215
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Caporale, Guglielmo Maria
17
Gil-Alaña, Luis A.
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3
Cuñado Eizaguirre, Juncal
2
Handa, Puneet
2
Hunter, John
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Economics and finance working paper series
Journal of money, credit and banking : JMCB
The journal of business : B
Working paper / National Bureau of Economic Research, Inc.
208
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
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49
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45
The North American journal of economics and finance : a journal of financial economics studies
44
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43
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43
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42
Journal of applied econometrics
41
The journal of futures markets
41
Economic modelling
40
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40
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39
Journal of empirical finance
39
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
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34
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ECONIS (ZBW)
91
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1
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641950
Saved in:
2
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
Saved in:
3
Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
-
2009
Persistent link: https://www.econbiz.de/10003880587
Saved in:
4
The volatility spillover from the market to disaggregated industry stocks : the case for the US and UK
Moore, Tomoe
-
2009
Persistent link: https://www.econbiz.de/10003898744
Saved in:
5
Fifteen minutes of fame? : the market impact of internet stock picks
Antunovich, Peter
;
Sarkar, Asani
- In:
The journal of business : B
79
(
2006
)
6
,
pp. 3209-3251
Persistent link: https://www.econbiz.de/10003420892
Saved in:
6
Does stock return predictability imply improved asset allocation and performance? : evidence from the US stock market (1954-2002)
Handa, Puneet
;
Tiwari, Ashish
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2423-2468
Persistent link: https://www.econbiz.de/10003406294
Saved in:
7
Anomalies in stock market pricing : problems in return measurements
Boynton, Wentworth
;
Oppenheimer, Henry R.
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2617-2631
Persistent link: https://www.econbiz.de/10003406543
Saved in:
8
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
9
Mean reversion in the US treasury constant maturity rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428293
Saved in:
10
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
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