Narrow search
Showing 1 - 10 of 344
Cover Image
Market development and market efficiency : evidence based on nonlinear panel unit root tests
Aktan, Ceyda; Iren, Perihan; Omay, Tolga - In: The European journal of finance 25 (2019) 11, pp. 979-993
Persistent link: https://www.econbiz.de/10012207047
Cover Image
A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Westerlund, Joakim; Narayan, Paresh Kumar - In: The European journal of finance 21 (2015) 13/15, pp. 1317-1333
Persistent link: https://www.econbiz.de/10011419881
Cover Image
Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun; Chan, Wai-Sum; Batten, Jonathan A. - In: The European journal of finance 17 (2011) 7/8, pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
Cover Image
On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas
Garmann, Sebastian; Grundke, Peter - In: The European journal of finance 19 (2013) 1/2, pp. 75-88
Persistent link: https://www.econbiz.de/10009733297
Cover Image
Efficient market hypothesis in European stock markets
Borges, Maria Rosa - In: The European journal of finance 16 (2010) 7, pp. 711-726
Persistent link: https://www.econbiz.de/10008759387
Cover Image
Red sky at night or in the morning, to the equity market neither a delight nor a warning : the weather effect re-examined using intraday stock data
Pizzutilo, Fabio; Roncone, Valeria - In: The European journal of finance 23 (2017) 13/15, pp. 1280-1310
Persistent link: https://www.econbiz.de/10012014381
Cover Image
Investigating the stationarity of insurance premiums : international evidence
Lee, Chien-chiang; Tsong, Ching-chuan; Yang, Shih-jui; … - In: The European journal of finance 19 (2013) 3/4, pp. 276-297
Persistent link: https://www.econbiz.de/10010243644
Cover Image
Resuscitating real interest rate parity : new evidence from panels
Chortareas, Georgios E.; Kapetanios, George; Magkonis, … - In: The European journal of finance 24 (2018) 14, pp. 1176-1189
Persistent link: https://www.econbiz.de/10012258881
Cover Image
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Cover Image
International price and earnings momentum
Leippold, Markus; Lohre, Harald - In: The European journal of finance 18 (2012) 5/6, pp. 535-573
Persistent link: https://www.econbiz.de/10009615713