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International comparison of returns from conventional, industrial and 52-week high momentum strategies

Gupta, Kartick; Locke, Stuart; Scrimgeour, Frank G. - In: Journal of international financial markets, … 20 (2010) 4, pp. 423-435

Persistent link: https://www.econbiz.de/10009260247

Profitability of momentum returns under alternative approaches

Gupta, Kartick; Locke, Stuart; Scrimgeour, Frank G. - In: International journal of managerial finance : IJMF 9 (2013) 3, pp. 219-246

Persistent link: https://www.econbiz.de/10009764939

Causal and dynamic relationships among stock returns, return volatility and trading volume : evidence from emerging markets in South-East Asia

Pisedtasalasai, Anirut; Gunasekarage, Abeyratna - In: Asia-Pacific financial markets 14 (2007) 4, pp. 277-297

Persistent link: https://www.econbiz.de/10003757788

The usefulness of financial statement information in predicting stock returns : New Zealand evidence

Gosling, Jonathan; Chai, Daniel; Gunasekarage, Abeyratna - In: Australasian accounting business and finance journal : AABF 6 (2012) 2, pp. 51-70

Persistent link: https://www.econbiz.de/10010244275

Does the organisational form of the target influence market reaction to acquisition announcements? : Australian evidence

Shams, Syed M. M.; Gunasekarage, Abeyratna; Colombage, … - In: Pacific-Basin finance journal 24 (2013), pp. 89-108

Persistent link: https://www.econbiz.de/10010346789

Private public distinction of the target and the long run operating performance of acquirers

Shams, Syed M. M.; Gunasekarage, Abeyratna - In: Pacific accounting review 28 (2016) 1, pp. 38-58

Persistent link: https://www.econbiz.de/10011531783

Target's organisational form and returns to Australian bidders in cross-border acquisitions

Colombage, Sisira R. N.; Gunasekarage, Abeyratna; … - In: Accounting and finance : journal of the Accounting … 54 (2014) 4, pp. 1063-1091

Persistent link: https://www.econbiz.de/10010471806

Macroeconomic influence on the stock market : evidence from an emerging market in South Asia

Gunasekarage, Abeyratna; Pisedtasalasai, Anirut; Power, … - In: Journal of emerging market finance 3 (2004) 3, pp. 285-304

Persistent link: https://www.econbiz.de/10002498285

Estimating Long Memory Volatility Using High-Frequency Data of Asian Stock Markets

Duppati, Geeta - 2016

This article analyzed the presence of long memory in volatility in 5 Asian equity indices namely SENSEX, CNIA, NIKKEI225, KO11 and FTSTI, using 5 minutes intraday return series ranging from 05-jan-2015 to 06-Aug-2015. The study employed ARFIMA-FIGARCH model and ARFIMA-APARCH model and compared...

Persistent link: https://www.econbiz.de/10013003892

Long memory volatility in Asian stock markets

Duppati, Geeta; Kumar, Anoop S.; Scrimgeour, Frank G.; … - In: Pacific accounting review 29 (2017) 3, pp. 423-442

Persistent link: https://www.econbiz.de/10011759243