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Statistical inference in multifractal random walk models for financial time series
Sattarhoff, Cristina - 2011
Persistent link: https://www.econbiz.de/10008990625
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Money supply endogeneity and bank stock returns
Badarudin, Zatul E.; Ariff, Mohamed; Khalid, Ahmed M. - In: Applied financial economics 21 (2011) 13/15, pp. 1035-1048
Persistent link: https://www.econbiz.de/10009317440
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The return of financial variables in forecasting GDP growth in the G-7
Kuosmanen, Petri; Vataja, Juuso - In: Economic change and restructuring : empirical and … 50 (2017) 3, pp. 259-277
Persistent link: https://www.econbiz.de/10011778412
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Three essays in international finance and financial economics
Hu, Xiaoqiang - 1994
Persistent link: https://www.econbiz.de/10000916084
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The asymmetric impact of macroeconomic shocks on stock returns in Turkey : a nonlinear ARDL approach
Yacouba, Kassouri; Altintas, Halil - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 98-116
Persistent link: https://www.econbiz.de/10012129032
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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
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The impact of macroeconomic factors on the German stock market : evidence for the crisis, pre- and post-crisis periods
Celebi, Kaan; Hönig, Michaela - In: International Journal of Financial Studies : open … 7 (2019) 2/18, pp. 1-13
Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world …
Persistent link: https://www.econbiz.de/10012039605
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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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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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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