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What proportion of time is a particular market inefficient? : analysing market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid; Satchell, Stephen - 2016
Persistent link: https://www.econbiz.de/10011456022
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What proportion of time is a particular market inefficient? : a method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid; Satchell, Stephen - In: Journal of time series econometrics 10 (2018) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011898000
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Modeling demand for ESG
Ahmed, Muhammad Farid; Gao, Yang; Satchell, Stephen - In: The European journal of finance 27 (2021) 16, pp. 1669-1683
Persistent link: https://www.econbiz.de/10012872910
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Some dynamic and steady-state properties of threshold autoregressions with applications to stationarity and local explosivity
Ahmed, Muhammad Farid; Satchell, Stephen - 2019 - This version: February 21, 2019
Persistent link: https://www.econbiz.de/10012698700
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Emerging markets and the conditional CAPM
Ahmed, Muhammad Farid; Satchell, Stephen - 2019
Persistent link: https://www.econbiz.de/10012703299
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Modelling demand for ESG
Ahmed, Muhammad Farid; Gao, Yang; Satchell, Stephen - 2020 - This version: 05/10/2020
Persistent link: https://www.econbiz.de/10013206103