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Social networks and labour productivity in Europe : an empirical investigation

Di Guilmi, Corrado; Clementi, F.; Di Matteo, Tiziana; … - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 43-57

Persistent link: https://www.econbiz.de/10003715676

Are shocks to commodity prices persistent?

Narayan, Paresh Kumar; Liu, Ruipeng - 2010

Persistent link: https://www.econbiz.de/10003959109

Determinants of stock price bubbles

Narayan, Paresh Kumar; Mishra, Sagarika; Sharma, Susan … - In: Economic modelling 35 (2013), pp. 661-667

Persistent link: https://www.econbiz.de/10010336726

A unit root model for trending time-series energy variables

Narayan, Paresh Kumar; Liu, Ruipeng - In: Energy economics 50 (2015), pp. 391-402

Persistent link: https://www.econbiz.de/10011564140

A GARCH model for testing market efficiency

Narayan, Paresh Kumar; Liu, Ruipeng; Westerlund, Joakim - In: Journal of international financial markets, … 41 (2016), pp. 121-138

Persistent link: https://www.econbiz.de/10011475947

The Efficient Market Hypothesis Re-Visited : New Evidence from 100 US Firms

Narayan, Paresh Kumar - 2012

In this paper, we test the efficient market hypothesis for 100 US firms listed on the New York Stock Exchange. To test the unit root null hypothesis, we develop a generalized autoregressive heteroskedasticity (GARCH) model that not only caters for the GARCH errors but also allows for two...

Persistent link: https://www.econbiz.de/10013106921