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The efficiency analysis of the...
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Caporale, Guglielmo Maria
51
Gil-Alaña, Luis A.
49
Gupta, Rangan
18
Bahmani-Oskooee, Mohsen
17
Jusélius, Katarina
16
Gil-Alana, Luis A.
14
Kochman, Ladd Michael
13
Chang, Tsangyao
11
Goodwin, Randall
11
Beckmann, Joscha
10
Siklos, Pierre L.
10
Babula, Ronald Alexander
9
Banerjee, Anindya
9
Belke, Ansgar
9
Payne, James E.
9
Shiller, Robert J.
9
Apergēs, Nikolaos
8
Bohl, Martin T.
8
Cheung, Yin-Wong
8
Hecq, Alain W. J.
8
Kühl, Michael
8
Weber, Enzo
8
Atesoglu, H. Sonmez
7
Choudhry, Taufiq
7
Hoesli, Martin
7
Lütkepohl, Helmut
7
Rogowsky, Robert A.
7
Siliverstovs, Boriss
7
Subrahmanyam, Avanidhar
7
Ackert, Lucy F.
6
Anundsen, André Kallåk
6
Baek, Jungho
6
Bessler, David A.
6
Cuñado Eizaguirre, Juncal
6
Dijk, Herman K. van
6
Hegerty, Scott W.
6
Johansen, Søren
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6
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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USA / Subcommittee on Energy and Air Quality
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1
University of Dundee / Department of Economic Studies
1
Universität Erfurt <1994-> / Staatswissenschaftliche Fakultät
1
Uppsala universitet / Nationalekonomiska institutionen
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Applied economics
62
The journal of futures markets
37
Economics letters
35
Energy economics
34
Working paper / National Bureau of Economic Research, Inc.
31
Economic modelling
30
Applied financial economics
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Journal of financial economics
22
The review of financial studies
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Journal of banking & finance
19
The journal of real estate finance and economics
19
Journal of international financial markets, institutions & money
18
International review of economics & finance : IREF
16
International review of financial analysis
16
Journal of business and economic perspectives
16
Journal of economics and finance
16
The journal of finance : the journal of the American Finance Association
16
Applied economics letters
15
Journal of macroeconomics
15
CESifo working papers
14
Journal of international money and finance
12
Discussion paper / Centre for Economic Policy Research
11
Economic inquiry : journal of the Western Economic Association International
11
Journal of applied econometrics
11
Journal of economics & business
11
Journal of empirical finance
11
Journal of financial and quantitative analysis : JFQA
11
The energy journal
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
EUI working paper / ECO
10
Global finance journal
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Review of financial economics : RFE
10
Working paper
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American business review
9
American journal of agricultural economics
9
Economics and finance working paper series
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
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ECONIS (ZBW)
2,044
EconStor
37
RePEc
16
USB Cologne (EcoSocSci)
3
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1
Cointegration
and US regional gasoline prices : testing market efficiency from the stationarity of price proportions
Hunter, John
;
Tabaghdehi, Seyedeh Asieh
-
2013
Persistent link: https://www.econbiz.de/10009731971
Saved in:
2
Opportunities for international portfolio diversification across the South Eastern European region
Okičić, Jasmina
- In:
International review of entrepreneurship : IRE
13
(
2015
)
3
,
pp. 215-232
Persistent link: https://www.econbiz.de/10011662931
Saved in:
3
The relative efficiency of commodity futures markets
Kellard, Neil
(
contributor
)
- In:
The journal of futures markets
19
(
1999
)
4
,
pp. 413-432
Persistent link: https://www.econbiz.de/10001378173
Saved in:
4
Fractional integration and
cointegration
in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
5
Fractional
cointegration
and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
6
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
7
Foreign exchange market efficiency : did the EMS make a difference? ; A
cointegration
-based empirical investigation
Tronzano, Marco
- In:
Economia internazionale
55
(
2002
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10001697810
Saved in:
8
A simple error correction model of house prices
Malpezzi, Stephen
- In:
Journal of housing economics
8
(
1999
)
1
,
pp. 27-62
Persistent link: https://www.econbiz.de/10001430447
Saved in:
9
Fractional
cointegration
and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
10
An empirical investigation of the joint efficiency of the US stock and foreign exchange markets
Rapp, Tammy
;
Parker, Michael E.
;
Phillips, Michael D.
- In:
The journal of economics
25
(
1999
)
2
,
pp. 63-71
Persistent link: https://www.econbiz.de/10001473046
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