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Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test

Yaya, OlaOluwa S.; Adekoya, Oluwasegun B.; Xuan Vinh Vo; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 91-101

Persistent link: https://www.econbiz.de/10014468989

Unemployment hysteresis in Middle East and North Africa countries : panel SUR-based unit root test with a Fourier function

Awolaja, Oladapo Gbenga; Yaya, OlaOluwa S.; Ogbonna, … - In: Middle East development journal : a publication of the … 13 (2021) 2, pp. 318-334

Persistent link: https://www.econbiz.de/10012694039

Multifractality during upside/downside trends in the MENA stock markets : the effects of the global financial crisis, oil crash and COVID-19 pandemic

Mensi, Walid; Yousaf, Imran; Xuan Vinh Vo; Kang, Sang Hoon - In: International journal of emerging markets 18 (2023) 10, pp. 4408-4435

Persistent link: https://www.econbiz.de/10014456152

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

The profitability of technical trading rules in the Bitcoin market

Gerritsen, Dirk F.; Bouri, Elie; Ramezanifar, Ehsan; … - In: Finance research letters 34 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012436962

Testing the efficiency of the wine market using unit root tests with sharp and smooth breaks

Bouri, Elie; Chang, Tsangyao; Gupta, Rangan - In: Wine Economics and Policy 6 (2017) 2, pp. 80-87

This paper examines the efficient market hypothesis for the wine market using a novel unit root test while accounting for sharp shifts and smooth breaks in the monthly data. We find evidence of structural shifts and nonlinearity in the wine indices. Contrary to the results from conventional...

Persistent link: https://www.econbiz.de/10011868262