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The Kenyan stock market : inefficiency, long memory, persistence and anomalies in the NSE-20
Balparda, Borja; Caporale, Guglielmo Maria; Gil-Alaña, … - In: African journal of economic and sustainable development 4 (2015) 3, pp. 254-277
Persistent link: https://www.econbiz.de/10011440196
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Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.; Tripathy, Trilochan - In: Journal of quantitative economics : official journal of … 14 (2016) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
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The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
Persistent link: https://www.econbiz.de/10010520749
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Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
Persistent link: https://www.econbiz.de/10010520828
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
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The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja; Caporale, Guglielmo Maria; Gil-Alaña, … - 2015
Persistent link: https://www.econbiz.de/10010527181
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The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economic studies 43 (2016) 6, pp. 954-965
Persistent link: https://www.econbiz.de/10011694413
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The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness C.; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International review of economics & finance : IREF 51 (2017), pp. 283-294
Persistent link: https://www.econbiz.de/10011754449
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Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 47 (2016) 2, pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
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The weekend effect : a fractional integration and trading robot analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: International journal of bonds and derivatives 3 (2017) 2, pp. 114-131
Persistent link: https://www.econbiz.de/10011807770