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Dynamic herding behavior in pacific-basin markets : evidence and implications
Chiang, Thomas C.; Li, Jiandong; Lin Tan; Nelling, Edward - In: Multinational finance journal : MF ; quarterly … 17 (2013) 3/4, pp. 165-200
Persistent link: https://www.econbiz.de/10011457676
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Tail Wags Dog? Time-Varying Information Shares in the Bund Market
Upper, Christian; Werner, Thomas - 2002
The flow of information between futures and spot prices may vary over time, in particular during periods of stress. This article analyses the information content of the Bund Future and German government bonds during 1998 and test whether it is constant over time. The use of high-frequency data...
Persistent link: https://www.econbiz.de/10010295741
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An analysis of US stock price behavior using wavelets
Ramsey, James B.; Usikov, Daniel; Zaslavsky, George M. - 1994
Persistent link: https://www.econbiz.de/10000887599
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Estimating conditional betas and the price of risk for a thin stock market
Malkamäki, Markku R. J. - 1992
Persistent link: https://www.econbiz.de/10000835360
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Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan - 1988
Persistent link: https://www.econbiz.de/10000126783
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A wavelet analysis of scaling laws and long-memory in stock market volatility
Vuorenmaa, Tommi A. - 2005
Persistent link: https://www.econbiz.de/10003281456
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Market fundamentals versus rational bubbles in stock prices : a Bayesian perspective
Balke, Nathan S.; Wohar, Mark E. - In: Journal of applied econometrics 24 (2009) 1, pp. 35-75
Persistent link: https://www.econbiz.de/10003807530
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Industry and time specific deviations from fundamental values in a random coefficient model
Becchetti, Leonardo; Rocci, Roberto; Trovato, Giovanni - In: Annals of finance 3 (2007) 2, pp. 257-276
Persistent link: https://www.econbiz.de/10003425364
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Are short term stock asset returns predictable? : an extended empirical analysis
Mazzoni, Thomas - 2010
Persistent link: https://www.econbiz.de/10003977437
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The long memory dynamics of the market quotations of selected Stock Companies and Warsaw Stock Index
Łuczyński, Wiesław - In: The Poznań University of Economics review 7 (2007) 1, pp. 21-55
Persistent link: https://www.econbiz.de/10003567016