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Profitability of momentum strategies in internatinal markets : the role of business cycle variables and behavioural biases
Antoniou, Antonios; Lam, Herbert Y. T.; Paudyal, Krishna - In: Journal of banking & finance 31 (2007) 3, pp. 955-972
Persistent link: https://www.econbiz.de/10003429883
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Equity home-bias : a suboptimal choice for UK investors?
Antoniou, Antonios; Olusi, Olasupo; Paudyal, Krishna - In: European financial management : the journal of the … 16 (2010) 3, pp. 449-479
Persistent link: https://www.econbiz.de/10003989851
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The dynamics of the real exchange rates in Europe : a comparative study across countries using fractional integration
Gil-Alaña, Luis A. - In: Applied economics letters 11 (2004) 7, pp. 429-432
Persistent link: https://www.econbiz.de/10002111184
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The determinants of debt maturity structure : evidence from France, Germany and the UK
Antoniou, Antonios; Guney, Yilmaz; Paudyal, Krishna - In: European financial management : the journal of the … 12 (2006) 2, pp. 161-194
Persistent link: https://www.econbiz.de/10003320286
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Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1589
Persistent link: https://www.econbiz.de/10002157933
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Fractional cointegration and aggregate money demand functions
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: The Manchester School 73 (2005) 6, pp. 737-753
Persistent link: https://www.econbiz.de/10003202926
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Stochastic behavior of nominal exchange rates
Gil-Alaña, Luis A. - In: Atlantic economic journal : AEJ 31 (2003) 2, pp. 159-173
Persistent link: https://www.econbiz.de/10001782253
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Fractional integration in the stock market volatility series
Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 5 (2002) 8, pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
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Stock returns and volatility : international evidence
Paudyal, Krishna; Saldanha, Liesl - In: Advances in Pacific Basin financial markets 5 (1999), pp. 229-258
Persistent link: https://www.econbiz.de/10001493553
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Analysts' forecasts of German firms' earnings : a comparative analysis
Capstaff, John; Paudyal, Krishna; Rees, William - In: Journal of international financial management and accounting 9 (1998) 2, pp. 83-116
Persistent link: https://www.econbiz.de/10001246636