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Are Northeast Asian stock markets weak form efficient? : evidence based on multiple variance ratio tests
Shaik, Muneer - In: The empirical economics letters : a monthly … 16 (2017) 4, pp. 311-320
Persistent link: https://www.econbiz.de/10011794396
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Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model
Cagli, Efe Çaglar; Mandacı, Pınar Evrım - In: The empirical economics letters : a monthly … 16 (2017) 9, pp. 941-950
Persistent link: https://www.econbiz.de/10011907050
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The intervalling effect bias in beta : a note
Corhay, Albert - In: Journal of banking & finance 16 (1992) 1, pp. 61-73
Persistent link: https://www.econbiz.de/10001330027
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Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang - In: Journal of banking & finance 16 (1992) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
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A contribution to event study methodology with an application to the Dutch stock market
Jong, Frank de - In: Journal of banking & finance 16 (1992) 1, pp. 11-36
Persistent link: https://www.econbiz.de/10001330029
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Autocorrelation of daily index returns : intraday-to-intraday versus close-to-close intervals
McInish, Thomas H. - In: Journal of banking & finance 15 (1991) 1, pp. 193-206
Persistent link: https://www.econbiz.de/10001100942
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Effects of interest rate changes on the stock market in Taiwan
Huang, Ai-Chen; Chang, Hsiao-Fen - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 623-630
Persistent link: https://www.econbiz.de/10011419182
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Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng - In: The empirical economics letters : a monthly … 14 (2015) 9, pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
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Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric; Lahaye, Jérôme; Rockinger, Michael - In: Journal of banking & finance 61 (2015) 2, pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
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Forecasting self-employment in the UK
Saridakis, George; Papaioannou, Grammatoula - In: The empirical economics letters : a monthly … 13 (2014) 9, pp. 923-930
Persistent link: https://www.econbiz.de/10010520403