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Random walk and breaking trend in financial series : an economic critique of unit root tests
Rahman, Abdul H.; Saadi, Samir - In: Review of financial economics : RFE 17 (2008) 3, pp. 204-212
Persistent link: https://www.econbiz.de/10003760043
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Is South Korea's stock market efficient? : a note
Rahman, Abdul H.; Saadi, Samir - In: Applied economics letters 14 (2007) 1/3, pp. 71-74
Persistent link: https://www.econbiz.de/10003448358
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Evidence of non-stationary bias in scaling by square root of time : implications for value-at-risk
Saadi, Samir; Rahman, Abdul H. - In: Journal of international financial markets, … 18 (2008) 3, pp. 272-289
Persistent link: https://www.econbiz.de/10003710375
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Housing price growth and the cost of equity capital
Ding, Xiaoya; Ni, Yang; Rahman, Abdul H.; Saadi, Samir - In: Journal of banking & finance 61 (2015), pp. 283-300
Persistent link: https://www.econbiz.de/10011545412
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The day-of-the-week effect and conditional volatility : sensitivity of error distributional assumptions
Baker, H. Kent; Rahman, Abdul H.; Saadi, Samir - In: Review of financial economics : RFE 17 (2008) 4, pp. 280-295
Persistent link: https://www.econbiz.de/10003799666
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Econometric fragility of market anomalies : evidence from weekday effect in currency markets
Chkir, Imed Eddine; Chourou, Lamia; Rahman, Abdul; … - In: Quarterly journal of finance & accounting : QJFA 52 (2014) 3/4, pp. 75-118
Persistent link: https://www.econbiz.de/10011430625
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The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions
Baker, H.Kent; Rahman, Abdul; Saadi, Samir - In: Review of financial economics : RFE 17 (2008) 4, pp. 280-295
Persistent link: https://www.econbiz.de/10008143170
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Random walk and breaking trend in financial series: An econometric critique of unit root tests
Rahman, Abdul; Saadi, Samir - In: Review of financial economics : RFE 17 (2008) 3, pp. 204-212
Persistent link: https://www.econbiz.de/10008071225
Cover Image
Evidence of non-stationary bias in scaling by square root of time: Implications for Value-at-Risk
Saadi, Samir; Rahman, Abdul - In: Journal of international financial markets, … 18 (2008) 3, pp. 272-289
Persistent link: https://www.econbiz.de/10007995511
Cover Image
Evidence of non-stationary bias in scaling by square root of time: Implications for Value-at-Risk
Saadi, Samir; Rahman, Abdul - In: Journal of international financial markets, … 18 (2008) 3, pp. 272-290
Persistent link: https://www.econbiz.de/10008883331