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~subject:"Estimation"
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Estimation
Neuseeland
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11
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Okunev, John
9
Wilson, Patrick James
4
Chiang, Raymond
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Davidson, Ian
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Hutcheson, Tiffany
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Liu, Peter C.
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
4
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The journal of real estate finance and economics
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ECONIS (ZBW)
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1
Do momentum-based strategies still work in foreign currency markets?
Okunev, John
;
White, Derek
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 425-447
Persistent link: https://www.econbiz.de/10001766880
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2
Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond
- In:
Journal of banking & finance
21
(
1997
)
1
,
pp. 17-35
Persistent link: https://www.econbiz.de/10001213058
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3
Step interventions and market integration : tests in the US, UK, and Australian property markets
Wilson, Patrick James
- In:
The journal of real estate finance and economics
16
(
1998
)
1
,
pp. 91-123
Persistent link: https://www.econbiz.de/10001235453
Saved in:
4
Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond
- In:
Journal of banking & finance
19
(
1995
)
8
,
pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
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5
Regime switches in property market risk premiums : some international comparisons
Wilson, Patrick James
;
Okunev, John
;
Hutcheson, Tiffany
-
1998
Persistent link: https://www.econbiz.de/10000994535
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6
Unit root testing with known and unknown structural breaks in property and equity markets
Wilson, Patrick James
;
Okunev, John
-
1996
Persistent link: https://www.econbiz.de/10000985536
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7
Modelling the equity risk premium in the long term
Davidson, Ian
;
Okunev, John
;
Tahir, Mohammad
-
1996
Persistent link: https://www.econbiz.de/10000985874
Saved in:
8
Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond
;
Davidson, Ian
;
Okunev, John
-
1996
Persistent link: https://www.econbiz.de/10000985878
Saved in:
9
Using nonlinear tests to examine integration between real estate and stock markets
Okunev, John
- In:
Real estate economics : journal of the American Real …
25
(
1997
)
3
,
pp. 487-503
Persistent link: https://www.econbiz.de/10001228423
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