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The speed of adjustment of warrant prices to changes in stock prices
Patterson, Douglas M. - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 2, pp. 233-241
Persistent link: https://www.econbiz.de/10001007892
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Evidence of nonlinearity in the trade-by-trade stock market return generating process
Hinich, Melvin J. - In: Economic complexity : chaos, sunspots, bubbles and …, (pp. 383-409). 1989
Persistent link: https://www.econbiz.de/10001275388
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The cross-sectional and cross-temporal universality of nonlinear serial dependencies : evidence from world stock indices and the Taiwan Stock Exchange
Ammermann, Peter A.; Patterson, Douglas M. - In: Pacific-Basin finance journal 11 (2003) 2, pp. 175-195
Persistent link: https://www.econbiz.de/10001758259
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Herding During the Stock Market Bubble : An Intraday Analysis
Patterson, Douglas M. - 2015
This paper tests for the presence of herding on the New York Stock Exchange (NYSE). We measure the degree of herding from 1998-2001, the “bubble” period and its collapse. We estimate the incidence of herding by applying a test of serial independence in the observed interarrival times of...
Persistent link: https://www.econbiz.de/10013023145
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Re-examining the impact of housing wealth and stock wealth on retail sales : does persistence in wealth changes matter?
Ashley, Richard A.; Li, Guo - In: Journal of housing economics 26 (2014), pp. 109-118
Persistent link: https://www.econbiz.de/10011286226