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~isPartOf:"International review of financial analysis"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Caporale, Guglielmo Maria"
~person:"Guo, Hui"
~person:"Lucey, Brian M."
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Structural break"
~subject:"United Kingdom"
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Caporale, Guglielmo Maria
Guo, Hui
Lucey, Brian M.
Bouri, Elie
5
Gupta, Rangan
4
Bohl, Martin T.
3
Brooks, Raymond M.
3
Gil-Alaña, Luis A.
3
Siklos, Pierre L.
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Apergēs, Nikolaos
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Branch, Ben Shirley
2
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2
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2
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2
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2
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2
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2
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2
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1
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International review of financial analysis
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
CESifo working papers
23
Economics and finance working paper series
19
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Working paper
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CESifo Working Paper Series
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6
Applied economics letters
3
Department of Economics working papers
3
Empirica : journal of european economics
3
Review of financial economics : RFE
3
Applied financial economics
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of finance & economics : IJFE
2
Journal of banking & finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Research in international business and finance
2
Review / Federal Reserve Bank of St. Louis
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Bank of Finland Research Discussion Paper
1
Bank of Finland research discussion papers
1
Cogent economics & finance
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Eastern economic journal
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
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Finance research letters
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HWWA Discussion Paper
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HWWA discussion paper
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IIIS discussion paper series
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International advances in economic research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of international financial markets, institutions & money
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1
Halloween or January? : yet another puzzle
Lucey, Brian M.
;
Zhao, Shelly
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1055-1069
Persistent link: https://www.econbiz.de/10003792405
Saved in:
2
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
3
Do US macroeconomic surprises influence equity returns? : an exploratory analysis of developed economies
Singh, Manohar
;
Nejadmalayeri, Ali
;
Lucey, Brian M.
- In:
The quarterly review of economics and finance : journal …
53
(
2013
)
4
,
pp. 476-485
Persistent link: https://www.econbiz.de/10010374752
Saved in:
4
Stock prices, firm size, and changes in the federal funds rate target
Guo, Hui
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
4
,
pp. 487-507
Persistent link: https://www.econbiz.de/10002375555
Saved in:
5
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
6
Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
7
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
8
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
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