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Investigations of capital market reactions to the IFRS introduction around the world

Zur Nieden, Nicolas Michael - 2013

Persistent link: https://www.econbiz.de/10009750124

Microstructure des marchés financiers : institutions, modèles et tests empiriques

Biais, Bruno; Foucault, Thierry; Hillion, Pierre Henri - 1997

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Small caps in international equity portfolios : the effects of variance risk

Guidolin, Massimo (contributor); … - 2007 - Rev.

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Small caps in international equity portfolios : the effects of variance risk

Guidolin, Massimo; Nicodano, Giovanna - In: Annals of finance 5 (2009) 1, pp. 15-48

Persistent link: https://www.econbiz.de/10003775308

The effects of variance breaks on homogenous panel unit root tests

Herwartz, Helmut; Siedenburg, Florian - 2009

Noting that many economic variables display occasional shifts in their second order moments, we investigate the performance of homogenous panel unit root tests in the presence of permanent volatility shifts. It is shown that in this case, panel unit root tests derived under time invariant...