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Revisiting profit persistence and the stock market in Japan
Tsoulfidis, Lefteris; Alexiou, Constantinos; … - In: Structural change and economic dynamics : SC+ED 33 (2015), pp. 10-24
Persistent link: https://www.econbiz.de/10011563961
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The effects of microeconomic factors on the stock market : a panel for the stock exchange in Istanbul ARDL analysis
Sadeghzadeh, Khatereh - In: Theoretical and applied economics : GAER review 25 (2018) 3/616, pp. 113-134
Persistent link: https://www.econbiz.de/10012155583
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Subsampling Hypothesis Tests for Nonstationary Panels with Applications to Exchange Rates and Stock Prices
Choi, In; Chue, Timothy K. - 2005
This paper studies subsampling hypothesis tests for panel data that may be nonstationary, cross-sectionally correlated … the tests without estimating nuisance parameters. The tests include panel unit root and cointegration tests as special … shown that subsampling provides asymptotic distributions that are equivalent to the asymptotic distributions of the panel …
Persistent link: https://www.econbiz.de/10014027534
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Does VIX scare stocks of tourism companies?
Akdağ, Saffet; Kiliç, İlker; Yildirim, Hakan - In: Letters in spatial and resource sciences : LSRS 12 (2019) 3, pp. 215-232
Persistent link: https://www.econbiz.de/10012152270
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Calendar effects in stock markets of India and China : an empirical analysis of month-of-the-year effect
Purohit, Harsh; Tyagi, Parul - In: Business analyst : a refereed journal of Shri Ram … 36 (2015) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10011532999
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Are stock prices stationary? : some new evidence from a panel data approach
Shen, Xin; Holmes, Mark J. - In: Studies in economics and finance 31 (2014) 4, pp. 387-405
Persistent link: https://www.econbiz.de/10011339594
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Testing for profit persistence of listed manufacturing companies in Istanbul Stock Exchange
Zeren, Feyyaz; Öztürk, Erkan - In: Ekonomika : međunarodni časopis za ekonomsku teoriju … 61 (2015) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10011347288
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Testing for the efficient market hypothesis in stock prices : international evidence from nonlinear heterogeneous panels
Lee, Chien-chiang; Tsong, Ching-chuan; Lee, Cheng-feng - In: Macroeconomic dynamics 18 (2014) 4, pp. 943-958
Persistent link: https://www.econbiz.de/10010467410
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Mean Reversion in Stock Prices : New Evidence from Panel Unit Root Tests
Narayan, Paresh Kumar - 2012
There are several studies that investigate evidence for mean reversion in stock prices. However, there is no consensus as to whether stock prices are mean reverting or random walk (unit root) processes. The goal of this paper is to re-examine mean reversion in stock prices
Persistent link: https://www.econbiz.de/10013105031
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Mean Reversion in Stock Prices : New Evidence from Panel Unit Root Tests for Seventeen European Countries
Prasad, Arti - 2012
Levin and Lin (1992), seemingly unrelated regression and the multivariate augmented Dickey-Fuller panel unit root tests. Our …
Persistent link: https://www.econbiz.de/10013105544