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US stock market volatility persistence : evidence before and after the burst of the IT bubble

Cuñado, J.; Gil-Alaña, Luis A.; Perez de Gracia, Fernando - In: Review of quantitative finance and accounting 33 (2009) 3, pp. 233-252

Persistent link: https://www.econbiz.de/10003894796

Stock market returns and terrorist violence : evidence from the Basque Country

Barros, Carlos Pestana; Gil-Alaña, Luis A. - In: Applied economics letters 16 (2009) 13/15, pp. 1575-1579

Persistent link: https://www.econbiz.de/10003895001

Basque terrorism : police action, political measures and the influence of violence on the stock market in the Basque Country

Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - In: Defence and peace economics 20 (2009) 4, pp. 287-301

Persistent link: https://www.econbiz.de/10003902479

The weekly structure of US stock prices

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

In this paper we use fractional integration techniques to examine the degree of integration of four US stock market indices, namely the Standard and Poor, Dow Jones, Nasdaq and NYSE, at a daily frequency from January 2005 till December 2009. We analyse the weekly structure of the series and...