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Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid; Lee, Yun-Jung; Xuan Vinh Vo; Yoon, Seong-min - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
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Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ko, Hee-Un; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
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A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis
Yao, Can-Zhong; Mo, Yi-Na; Zhang, Ze-Kun - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013187660
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Do real estate investors trade on momentum?
Deng, Kuang Kuang; Wong, Siu Kei; Cheung, Ka Shing; … - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013534171
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Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng; Chang, Xiaoming - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
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Forecasting oil futures market volatility in a financialized world : why speculative activities matter
Chan, Kam C.; Chan, Leo H.; Nguyen, Chi M. - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012667181
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Are low-frequency data really uninformative? : a forecasting combination perspective
Ma, Feng; Li, Yu; Liu, Li; Zhang, Yaojie - In: The North American journal of economics and finance : a … 44 (2018), pp. 92-108
Persistent link: https://www.econbiz.de/10012036299
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Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian; Zhou, Deheng; Hu, Jiayu; Li, Junwen; Su, … - In: The North American journal of economics and finance : a … 66 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
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Trade flows and real exchange-rate volatility : an application of cointegration and error-correction modeling
Arize, Augustine Chuck - In: The North American journal of economics and finance : a … 6 (1995) 1, pp. 37-51
Persistent link: https://www.econbiz.de/10001189209
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Predictability dynamics of Islamic and conventional equity markets
Sensoy, Ahmet; Aras, Güler; Hacihasanoglu, Erk - In: The North American journal of economics and finance : a … 31 (2015), pp. 222-248
Persistent link: https://www.econbiz.de/10011514222