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Cross-autocorrelations in European stock returns
Peiro, Amado - In: Economics and Business Letters : EBL 5 (2016) 1, pp. 30-37
This paper examines lead-lag relationships between monthly index returns from 18 European industries. Several interesting and clear relationships are found that call into question the efficiency of European stock markets. While the Automobiles & Parts sector lags more than half of the other...
Persistent link: https://www.econbiz.de/10011573194
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Predicting stock returns : some European evidence
Peiro, Amado - In: Applied economics 54 (2022) 57, pp. 6596-6604
Persistent link: https://www.econbiz.de/10013494191
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Simulating stock returns under switching regimes ; a new test of market efficiency
Meenagh, David; Minford, Patrick; Peel, David - 2006
Persistent link: https://www.econbiz.de/10003322804
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Simulating stock returns under switching regimes - a new test of market efficiency
Meenagh, David; Minford, Patrick; Peel, David - In: Economics letters 94 (2007) 2, pp. 235-239
Persistent link: https://www.econbiz.de/10003417284
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The post-cost profitability of momentum trading strategies : further evidence from the UK
Agyei-Ampomah, Sam - In: European financial management : the journal of the … 13 (2007) 4, pp. 776-802
Persistent link: https://www.econbiz.de/10003534160
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Simulating stock returns under switching regimes : a new test of market efficiency
Meenagh, David (contributor); Minford, Patrick (contributor) - 2006
Persistent link: https://www.econbiz.de/10003390751
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Macroeconomic shocks and the CAPM : evidence from the UK stockmarket
Clare, Andrew D.; O'Brien, Raymond J.; Thomas, Stephen D.; … - In: International journal of finance & economics : IJFE 3 (1998) 2, pp. 111-126
Persistent link: https://www.econbiz.de/10001246063
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New evidence on the impact of the English national soccer team on the FTSE 100
Bauckloh, Tobias; Heiden, Sebastian; Klein, Christian; … - In: Finance research letters 28 (2019), pp. 61-67
Persistent link: https://www.econbiz.de/10012388008
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Are equity market anomalies disappearing? : evidence from the U.K.
Cotter, John; McGeever, Niall - 2018
Persistent link: https://www.econbiz.de/10012113957
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A non-linear dependency test for market efficiency : evidence from international stock markets
Enow, Samuel Tabot - In: Journal of Economics and Financial Analysis 7 (2023) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10014486875