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Application of hidden Markov switching moving average model in the stock markets : theory and empirical evidence
Lin, Shih-kuei; Wang, Shin-yun; Tsai, Pei-ling - In: International review of economics & finance : IREF 18 (2009) 2, pp. 306-317
Persistent link: https://www.econbiz.de/10003832730
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Idiosyncratic risk matters! : a regime switching approach
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: International review of economics & finance : IREF 18 (2009) 1, pp. 132-141
Persistent link: https://www.econbiz.de/10003793728
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The effects of portfolio size on international equity home bias puzzle
Ni, Jinlan - In: International review of economics & finance : IREF 18 (2009) 3, pp. 469-478
Persistent link: https://www.econbiz.de/10003881640
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Spillover effects and conditional dependence
Ané, Thierry; Labidi, Chiraz - In: International review of economics & finance : IREF 15 (2006) 4, pp. 417-442
Persistent link: https://www.econbiz.de/10003392494
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Herding with costly information and signal extraction
Yang, Wan-ru - In: International review of economics & finance : IREF 20 (2011) 4, pp. 624-632
Persistent link: https://www.econbiz.de/10009303909
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Utilizing financial market information in forecasting real growth, inflation and real exchange rate
Junttila, Juha; Korhonen, Marko - In: International review of economics & finance : IREF 20 (2011) 2, pp. 281-301
Persistent link: https://www.econbiz.de/10009304125
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The importance of using a test of weak-form market efficiency that does not require investigating the data first
Aumeboonsuke, Vesarach; Dryver, Arthur L. - In: International review of economics & finance : IREF 33 (2014), pp. 350-357
Persistent link: https://www.econbiz.de/10010532717
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Information content of unsolicited credit ratings and incentives of rating agencies : a theory
Byoun, Soku - In: International review of economics & finance : IREF 33 (2014), pp. 338-349
Persistent link: https://www.econbiz.de/10010532718
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Non-parametric analysis of equity arbitrage
Vortelinos, Dimitrios I. - In: International review of economics & finance : IREF 33 (2014), pp. 199-216
Persistent link: https://www.econbiz.de/10010532732
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Cash-futures basis and the impact of market maturity, informed trading, and expiration effects
Chang, Charles; Lin, Emily - In: International review of economics & finance : IREF 35 (2015), pp. 197-213
Persistent link: https://www.econbiz.de/10011333697