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Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economics and finance 43 (2019) 4, pp. 657-680
Persistent link: https://www.econbiz.de/10012385147
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Duration dependence in US business cycles : an analysis using the modulated power law process
Zhou, Haigang; Rigdon, Steven E. - In: Journal of economics and finance 32 (2008) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10003710656
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Jump risk and cross section of stock returns : evidence from China's stock market
Zhou, Haigang; Zhu, John Qi - In: Journal of economics and finance 35 (2011) 3, pp. 309-331
Persistent link: https://www.econbiz.de/10009271632
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Mean reversion and long memory in African stock market prices
Anoruo, Emmanuel; Gil-Alaña, Luis A. - In: Journal of economics and finance 35 (2011) 3, pp. 296-308
Persistent link: https://www.econbiz.de/10009271634
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Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economics and finance 40 (2016) 2, pp. 235-257
Persistent link: https://www.econbiz.de/10011658783