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Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.; Kumari, Jyoti - In: Journal of Asia Pacific business 16 (2015) 2, pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
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A proposal to boost the profitability of carry trade
Moosa, Imad A.; Burns, Kelly - In: Review of Pacific Basin financial markets and policies 16 (2013) 4, pp. 1-9
Persistent link: https://www.econbiz.de/10010241631
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Forecasting yield spreads under crisis-induced multiple breakpoints
Grazzini, Caterina Forti; Guidolin, Massimo - In: Applied economics letters 20 (2013) 16/18, pp. 1656-1664
Persistent link: https://www.econbiz.de/10010222827
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A study on market efficiency using data from Shanghai stock exchange and Shenzhen stock exchange
Duan, Guoxi; Tanizaki, Hisashi - 2021
Persistent link: https://www.econbiz.de/10012799610
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A study on the level of market efficiency based on CSI 300 and 300 constituent stocks
Duan, Guoxi; Tanizaki, Hisashi - 2021
Persistent link: https://www.econbiz.de/10012799614
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Identifying the news in analysts' earnings forecasts revisions : an alternative to the random walk expectation
Pfeiffer, Ray J.; Teitel, Karen; Wahab, Susan; Wahab, … - In: Review of Pacific Basin financial markets and policies 24 (2021) 4, pp. 2150032-1-2150032-42
Persistent link: https://www.econbiz.de/10012805192
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Expected lifetime range ratio to find mean reversion : evidence from Indian stock market
Shaik, Muneer; Maheswaran, S. - In: Cogent economics & finance 6 (2018) 1, pp. 1-23
We use the expected lifetime range (ELR) ratio based on the extreme values of asset prices to detect the presence of mean reversion in stock returns. We find that the actual cross-sectional average of the ELR ratio is significantly less than its bootstrap means, thereby indicating a considerable...
Persistent link: https://www.econbiz.de/10011905649
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Covariance estimation using random permutations
Padmakumari, Lakshmi; Maheswaran, S. - In: International journal of financial engineering 5 (2018) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011922956
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Two tales of return predictability : the case of Asia-Pacific equity markets
Shynkevich, Andrei - In: Journal of forecasting 36 (2017) 3, pp. 257-272
Persistent link: https://www.econbiz.de/10011729255
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The causal effects of leading macroeconomic indicators on stock return : evidence from 13 selected Asia Pacific countries
Lim, Shu-Ern; Gan, Pei-Tha; Fatimah Salwa binti Abd. Hadi; … - In: International journal of business and globalisation : IJBG 28 (2021) 1/2, pp. 77-96
Persistent link: https://www.econbiz.de/10012595007