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Testing for single bubble episode in the Nigerian stock market : an empirical investigation

Iliyasu, Jamilu; Saba, Ndayezhin D. - In: CBN journal of applied statistics 10 (2019) 1, pp. 29-49

This study evaluates a single bubble episode in the Nigerian Stock Exchange (NSE) by utilizing monthly data on nominal and real all-share index (ASI) from January 2010 to December 2017. Analysis of data based on Sup Augmented Dickey-Fuller (SADF) test for bubble detection suggests non-existence...

Persistent link: https://www.econbiz.de/10012178349

Bootstrap confidence intervals and hypothesis testing for market information shares

Schweikert, Karsten - In: Journal of financial econometrics 19 (2021) 5, pp. 934-959

Persistent link: https://www.econbiz.de/10012799055

A simple method of testing for cointegration subject to multiple regime changes

Gabriel, Vasco J.; Psaradakis, Zacharias G.; Sola, Martin - In: Economics letters 76 (2002) 2, pp. 213-221

Persistent link: https://www.econbiz.de/10001690295

Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis

Wu, Jason J.; Game, Aaron L. - 2011

Persistent link: https://www.econbiz.de/10009405709

The empirical relationship between oil prices and stock market prices in Turkey : evidence from sectoral analysis

Kiran Baygin, Burcu - In: International journal of ecological economics & statistics (2011) 20, pp. 95-108

Persistent link: https://www.econbiz.de/10009009616

Stock prices and the efficient market hypothesis : evidence from a panel stationary test with structural breaks

Lee, Chien-Chiang; Lee, Jun-de; Lee, Chi-chuan - In: Japan and the world economy : international journal of … 22 (2010) 1, pp. 49-58

Persistent link: https://www.econbiz.de/10009272711

Three essays on unit roots and nonlinear co-integrated processes

Gaul, Jürgen - 2008

Persistent link: https://www.econbiz.de/10003773152

Testing for linear and non-linear causality in spot and future prices of national multi-commodity indices

Shah, Paresh - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 3, pp. 174-185

Persistent link: https://www.econbiz.de/10011543236

Nonparametric statistical tests for the random walk in stock prices

Cerrito, Patricia; Olson, Dennis; Ostaszewski, Krzysztof M. - In: Advances in quantitative analysis of finance and … 6 (1998), pp. 27-36

Persistent link: https://www.econbiz.de/10001406201

A specification test for speculative bubbles

West, Kenneth D. - 1986

Persistent link: https://www.econbiz.de/10000709324

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