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High-frequency stock market connectedness in G-7 : evidence from time-frequency domains

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An Index is an Index is an Index?

Freihube, Thorsten; Theissen, Erik - In: Schmalenbach business review : sbr 53 (2001) 4, pp. 295-320

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Random walks and market efficiency : evidence from Indian stock market

Tripathy, Nalini Prava - In: International journal of economics and business research 6 (2013) 2, pp. 210-228

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New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach

Tiwari, Aviral Kumar; Phouphet Kyophilavong - In: Economic modelling 43 (2014), pp. 38-41

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Do shocks to Islamic stock index prices have transitory effects

Shaik, Muneer - In: International Journal of Financial Markets and … 8 (2022) 4, pp. 336-358

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On the look-out for the bear : predicting stock market downturns in G7 countries

Friedrich, Christian; Klein, Melanie - 2009

The paper examines the informational content of a series of macroeconomic indicator variables with the intention to predict stock market downturns - colloquially also referred to as 'bear markets' - for G7 countries. The sample consists of monthly stock market indices and a set of exogenous...

Persistent link: https://www.econbiz.de/10003832185