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Labor strength and informational asymmetry in the stock market
Hilary, Gilles - 2002
Persistent link: https://www.econbiz.de/10003776990
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Stock market dispersion and unemployment
Loungani, Prakash - In: Journal of monetary economics 25 (1990) 3, pp. 367-388
Persistent link: https://www.econbiz.de/10001091723
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Testing for a new economy in the 1990s
Fair, Ray C. - 2002
Persistent link: https://www.econbiz.de/10001722338
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Stock prices, dividends, and structural changes in the long-term : the case of U.S.
Esteve García, Vicente; Navarro Ibáñez, Manuel; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012656930
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Is there seasonality in traded and non-traded period returns in the US equity market? : a multiple structural change approach
Monteiro, João Dionísio; Miralles-Quirós, José Luis; … - In: Finance a úvěr 68 (2018) 1, pp. 71-98
Persistent link: https://www.econbiz.de/10011897347
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Assessing interest rate and exchange rate effects on equity market volatility : the case of the US, UK, and Germany
Gerety, Mason S. - In: The journal of economics 22 (1996) 2, pp. 25-33
Persistent link: https://www.econbiz.de/10001223819
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Stock market data, vacancies and sectoral dispersion
Zagorsky, Jay L. - In: Journal of macroeconomics 16 (1994) 3, pp. 509-521
Persistent link: https://www.econbiz.de/10001166953
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Raids, rewards, and reputations in the market for managerial talent
Fee, C. Edward; Hadlock, Charles J. - In: The review of financial studies 16 (2003) 4, pp. 1315-1357
Persistent link: https://www.econbiz.de/10001824134
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Modeling high frequency data with long memory and structural change : A-HYEGARCH model
Shi, Yanlin; Yang, Yang - In: Risks : open access journal 6 (2018) 2, pp. 1-28
In this paper, we propose an Adaptive Hyperbolic EGARCH (A-HYEGARCH) model to estimate the long memory of high frequency time series with potential structural breaks. Based on the original HYGARCH model, we use the logarithm transformation to ensure the positivity of conditional variance. The...
Persistent link: https://www.econbiz.de/10011811728