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Testing of nonstationary cycles in financial time series data
DePeña, Francisco Javier; Gil-Alaña, Luis A. - In: Review of quantitative finance and accounting 27 (2006) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10003344302
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US stock market volatility persistence : evidence before and after the burst of the IT bubble
Cuñado, J.; Gil-Alaña, Luis A.; Perez de Gracia, Fernando - In: Review of quantitative finance and accounting 33 (2009) 3, pp. 233-252
Persistent link: https://www.econbiz.de/10003894796
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Endogeneous problems in cross-sectional valuation models based on accounting information
Gil-Alaña, Luis A.; Iniguez-Sanchez, R.; Lopez-Espinosa, G. - In: Review of quantitative finance and accounting 37 (2011) 2, pp. 245-265
Persistent link: https://www.econbiz.de/10009271461
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The persistence of earnings per share
Gil-Alaña, Luis A.; Peláez, Rolando F. - In: Review of quantitative finance and accounting 31 (2008) 4, pp. 425-439
Persistent link: https://www.econbiz.de/10003799587