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~subject:"Efficient market hypothesis"
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Efficient market hypothesis
Zeitreihenanalyse
395
Time series analysis
380
Schätzung
331
Estimation
313
fractional integration
253
USA
216
United States
197
Theorie
178
Theory
170
Kointegration
162
Cointegration
157
long memory
122
persistence
117
Großbritannien
112
United Kingdom
110
Fractional integration
107
Börsenkurs
97
Share price
96
Stock market
94
Aktienmarkt
93
Strukturbruch
93
Structural break
89
Long memory
86
Einheitswurzeltest
85
Unit root test
85
Unemployment
81
Arbeitslosigkeit
70
EU-Staaten
70
Persistence
69
EU countries
68
Volatility
68
Volatilität
66
Capital income
63
Kapitaleinkommen
63
Konjunktur
58
Business cycle
53
Inflation
49
Hysteresis
45
Zins
44
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Free
29
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9
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Book / Working Paper
30
Article
16
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Graue Literatur
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Non-commercial literature
22
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15
Aufsatz in Zeitschrift
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English
43
Undetermined
3
Author
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Caporale, Guglielmo Maria
38
Gil-Alaña, Luis A.
37
Plastun, Alex
19
Makarenko, Inna
10
Gil-Alana, Luis A.
6
DePeña, Francisco Javier
3
Plastun, Oleksiy
3
Balparda, Borja
2
Tripathy, Trilochan
2
Aye, Goodness C.
1
Caporale, Guglielma Maria
1
DePenya, F.
1
Gil-Alana, L.
1
Gil-Alana, Luis
1
Gil-Alana, Luis Alberiko
1
Gupta, Rangan
1
Wohar, Mark E.
1
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Economics and finance working paper series
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
CESifo working papers
4
DIW Berlin Discussion Paper
3
CESifo Working Paper Series
2
Computational economics
2
Department of Economics working papers
2
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2
African journal of economic and sustainable development
1
DIW Discussion Papers
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European review of economics and finance
1
Global finance journal
1
International journal of bonds and derivatives
1
International review of economics & finance : IREF
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Review of Quantitative Finance and Accounting
1
Review of financial economics : RFE
1
Review of quantitative finance and accounting
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
42
RePEc
3
EconStor
1
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The Kenyan stock market : inefficiency, long memory, persistence and anomalies in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
African journal of economic and sustainable development
4
(
2015
)
3
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011440196
Saved in:
2
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
3
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
4
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
5
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
6
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
7
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economic studies
43
(
2016
)
6
,
pp. 954-965
Persistent link: https://www.econbiz.de/10011694413
Saved in:
8
The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness C.
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 283-294
Persistent link: https://www.econbiz.de/10011754449
Saved in:
9
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
47
(
2016
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
Saved in:
10
The weekend effect : a fractional integration and trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of bonds and derivatives
3
(
2017
)
2
,
pp. 114-131
Persistent link: https://www.econbiz.de/10011807770
Saved in:
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