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The day-of-the-week effect revisited : an alternative testing approach
Alt, Raimund; Fortin, Ines; Weinberger, Simon - 2002
This paper questions traditional approaches for testing the day-of-the-week effect on stock returns. We propose an … studies, but find no evidence for the 1990's. -- day-of-the-week effect ; multiple hypotheses testing ; multiple comparisons …
Persistent link: https://www.econbiz.de/10009725480
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The day-of-the-week effect revisited : an alternative testing approach
Alt, Raimund; Fortin, Ines; Weinberger, Simon - 2002
Persistent link: https://www.econbiz.de/10001736260
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Testing macroeconomic models by indirect inference on unfiltered data
Meenagh, David; Minford, Patrick; Wickens, Michael R. - 2012
We extend the method of indirect inference testing to data that is not filtered and so may be non-stationary. We apply …
Persistent link: https://www.econbiz.de/10009583708
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Expectations hypotheses tests
Bekaert, Geert; Hodrick, Robert J. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221
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Expectations hypotheses tests
Bekaert, Geert; Hodrick, Robert J. - 2000
Persistent link: https://www.econbiz.de/10001462130
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Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
Taylor, Mark P.; Peel, David - In: Journal of international money and finance 19 (2000) 1, pp. 33-53
Persistent link: https://www.econbiz.de/10001452589
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Learning in macroeconomics : an empirical approach
Junker, Simon - 2009
Persistent link: https://www.econbiz.de/10003840761
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An economic model of the iron ore trade
Tamvakis, Michael N. - 1999
Persistent link: https://www.econbiz.de/10001453172
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On Efficiency of the English Auction
Birulin, Oleksii; Izmalkov, Sergei - 2003
We study efficiency properties of the irrevocable exit English auction in a setting with interdependent values. Maskin (1992) shows that the pairwise single-crossing condition is both necessary and sufficient for efficiency of the English auction with two bidders. This paper extends both...
Persistent link: https://www.econbiz.de/10014074392
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Identification andn estimation of dynamic games when players' beliefs are not in equilibrium
Aguirregabiria, Victor; Magesan, Arvind - 2015
Persistent link: https://www.econbiz.de/10011399104