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An econometric investigation of the volatility and market efficiency of the U.S. Small Cap 600 stock index
Onyeaso, Godwin; Rogers, Michael - In: Quarterly journal of business and economics : QJBE 43 (2004) 3/4, pp. 139-155
Persistent link: https://www.econbiz.de/10002707846
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A moving average comparison of the Tel-Aviv 25 and S$P 500 Stock Indices
Shachmurove, Yochanan (contributor) - 2001
Persistent link: https://www.econbiz.de/10001600744
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On estimating the expected rate of return in diffusion price models with application to estimating the expected return on the market
Goldenberg, David Harold - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 605-631
Persistent link: https://www.econbiz.de/10001219186
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An examination of the relationship between stock index cash and futures markets : a cointegration approach
Pizzi, Michael A. - In: The journal of futures markets 18 (1998) 3, pp. 297-305
Persistent link: https://www.econbiz.de/10001242653
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The evolution of market efficiency: 103 years daily data of the dow
Gu, Anthony Yanxiang; Finnerty, Joseph - In: Review of quantitative finance and accounting 18 (2002) 3, pp. 219-237
Persistent link: https://www.econbiz.de/10001676821
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The evolution of market efficiency : 103 years daily data of the dow
Gu, Anthony Yanxiang; Finnerty, Joseph - 2000
Persistent link: https://www.econbiz.de/10001584167
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Are there night and day time effects in US equity index returns? : a robust econometric analysis
Monteiro, João D.; Manso, José Ramos Pires - In: International journal of economic perspectives : IJEP 11 (2017) 1, pp. 291-313
Persistent link: https://www.econbiz.de/10011762838