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Efficiency in the Australian stock market, 1875 - 2006 : a note on extreme long-run random walk behaviour
Worthington, Andrew Charles; Higgs, Helen - In: Applied economics letters 16 (2009) 1/3, pp. 301-306
Persistent link: https://www.econbiz.de/10003823023
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Market risk in demutualised self-listed stock exchanges : an international analysis of selected time-varying betas
Worthington, Andrew Charles; Higgs, Helen - 2005
Persistent link: https://www.econbiz.de/10003263980
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Price linkages in Asian equity markets : evidence bordering the Asian economic, currency and financial crises
Worthington, Andrew Charles; Katsuura, Masaki; Higgs, Helen - In: Asia-Pacific financial markets 10 (2003) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10002376146
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Modelling the intraday return volatility process in the Australian equity market : an examination of the role of information arrival in S&P/Asx 50 stocks
Worthington, Andrew Charles; Higgs, Helen - 2003
Persistent link: https://www.econbiz.de/10001852115
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Market risk in demutualized self-listed stock exchanges : an international analysis of selected time-varying betas
Worthington, Andrew Charles; Higgs, Helen - In: Global economic review 35 (2006) 3, pp. 239-257
Persistent link: https://www.econbiz.de/10003396273
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Arts as an investment : risk, return and comovements in major painting markets
Worthington, Andrew Charles; Higgs, Helen - 2001
Persistent link: https://www.econbiz.de/10001601631
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A multivariate GARCH analysis of equity returns and volatility in Asian equity markets
Worthington, Andrew Charles; Higgs, Helen - 2001
Persistent link: https://www.econbiz.de/10001601635
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Tests of the random walk hypothesis for Australian electricity spot prices : an application employing multiple variance ratio tests
Higgs, Helen; Worthington, Andrew Charles - 2002
Persistent link: https://www.econbiz.de/10001715970
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Short and long-term price linkages among Asia-Pacific Economic Co-operation (APEC) equity markets
Worthington, Andrew Charles; Higgs, Helen - 2002
Persistent link: https://www.econbiz.de/10001658927
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Weak-form market efficiency in European emerging and developed stock markets
Worthington, Andrew Charles; Higgs, Helen - 2003
Persistent link: https://www.econbiz.de/10001812632