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~person:"McAleer, Michael"
~person:"Polk, Christopher"
~person:"Wu, Chunchi"
~subject:"Börsenkurs"
~subject:"United Kingdom"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
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Börsenkurs
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VAR model
USA
164
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164
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55
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55
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48
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48
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McAleer, Michael
Polk, Christopher
Wu, Chunchi
Gupta, Rangan
68
Gil-Alaña, Luis A.
44
Stulz, René M.
42
Caporale, Guglielmo Maria
40
Gambetti, Luca
37
Castelnuovo, Efrem
35
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34
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32
Marcellino, Massimiliano
32
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30
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30
Blundell, Richard W.
28
Smith, James P.
28
Caggiano, Giovanni
27
Siklos, Pierre L.
27
Wohar, Mark E.
25
Bekaert, Geert
24
Mumtaz, Haroon
23
Shleifer, Andrei
22
Bordo, Michael D.
21
Hautsch, Nikolaus
21
Wright, Jonathan H.
21
Huber, Florian
20
Miller, Stephen M.
20
Pástor, Ľuboš
20
Sarno, Lucio
20
Griffith, Rachel
19
Kanas, Angelos
19
Schwert, George William
19
Canova, Fabio
18
Veronesi, Pietro
18
Apergēs, Nikolaos
17
Bohl, Martin T.
17
Broadberry, Stephen N.
17
Hamori, Shigeyuki
17
Hong, Harrison G.
17
Kang, Wensheng
17
Lakonishok, Josef
17
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International review of economics & finance : IREF
5
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5
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4
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3
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2
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1
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ECONIS (ZBW)
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Financial constraints and stock returns
Lamont, Owen A.
;
Polk, Christopher
;
Saá-Requejo, Jesús
-
1997
Persistent link: https://www.econbiz.de/10000973627
Saved in:
2
The effect of income smoothing on stock price
Wu, Chunchi
- In:
Advances in quantitative analysis of finance and …
7
(
1999
),
pp. 83-96
Persistent link: https://www.econbiz.de/10001409330
Saved in:
3
Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach
Kao, Chihwa
- In:
The journal of business : B
67
(
1994
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10001157487
Saved in:
4
The impact of the 1986 tax reform on ex-dividend day volume and price behavior
Wu, Chunchi
- In:
National tax journal
49
(
1996
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10001203597
Saved in:
5
The integration of international capital markets
Su, Yong-chern
- In:
Advances in Pacific Basin business, economics, and finance
2
(
1996
),
pp. 159-182
Persistent link: https://www.econbiz.de/10001211249
Saved in:
6
Dynamic relations among international stock markets
Wu, Chunchi
- In:
International review of economics & finance : IREF
7
(
1998
)
1
,
pp. 63-84
Persistent link: https://www.econbiz.de/10001237958
Saved in:
7
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
8
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
9
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Allen, David E.
;
McAleer, Michael
;
Shelton, Peiris
; …
-
2015
Persistent link: https://www.econbiz.de/10011432736
Saved in:
10
Modelling and testing volatility spillovers in oil and financial markets for
USA
, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
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