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Strategic deviation and stock return synchronicity

Ye, Kangtao; Guan, Xinjiao; Zhang, Bo - In: Journal of accounting, auditing & finance : JAAF 36 (2021) 1, pp. 172-194

Persistent link: https://www.econbiz.de/10012426468

Non-random sampling and association tests on realized returns and risk proxies

Ecker, Frank; Francis, Jennifer; Olsson, Per; Schipper, … - In: Review of accounting studies 26 (2021) 2, pp. 772-814

Persistent link: https://www.econbiz.de/10012549064

On the correlation between stocks and art market returns

Charlin, Ventura; Cifuentes, Arturo - In: Applied economics letters 24 (2017) 1/3, pp. 128-131

Persistent link: https://www.econbiz.de/10011703963

A threshold model approach to estimating the abnormal stock returns

Chong, Terence Tai-Leung; Mak, Wing Hei; Yan, Isabel K. M. - In: Annals of financial economics 8 (2013) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10010192088

Stock return predictability : evaluation based on interval forecasts

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Bulletin of economic research 74 (2022) 2, pp. 363-385

Persistent link: https://www.econbiz.de/10013188680

Long-range dependence in returns and volatility of Central European Stock indices

Krištoufek, Ladislav - 2010

In the paper, we research on the presence of long-range dependence in returns and volatility of BUX, PX and WIG between years 1997 and 2009 with use of classical and modified rescaled range. Moving block bootstrap with pre-whitening and postblackening is used for the construction of confidence...

Persistent link: https://www.econbiz.de/10010322268