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1
Asset pricing under the presence of transactions costs : evidence from the UK stock market
Gregoriou, Andros
;
Ioannidis, Christos
- In:
Ekonomia : the journal of the Cyprus Economic Society
7
(
2004
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10003267516
Saved in:
2
Nonlinearity and endogeneity in marco-asset pricing
Hiemstra, Craig
(
contributor
);
Kramer, Charles
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
3
,
pp. 61-76
Persistent link: https://www.econbiz.de/10001769663
Saved in:
3
A Measure of Pure Causality : Application to the
CAPM
Framework
Lee, Woongki
-
2020
model to estimate it. I apply this method to the capital asset pricing model (
CAPM
) framework, and analyze the pure …
Persistent link: https://www.econbiz.de/10012827721
Saved in:
4
Towards stronger causal claims in management research : causal triangulation instead of causal identification
Cornelissen, Joep
;
Kaandorp, Mariëtte
- In:
Journal of management studies : JMS
60
(
2023
)
4
,
pp. 834-860
Persistent link: https://www.econbiz.de/10014307777
Saved in:
5
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828952
Saved in:
6
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000829595
Saved in:
7
The causal role of money in cointegrated systems for West Germany
Reimers, Hans-Eggert
-
1990
Persistent link: https://www.econbiz.de/10000797664
Saved in:
8
Causal explanations for class inequality in health : an empirical analysis
Lundberg, Olle
-
1989
Persistent link: https://www.econbiz.de/10000765654
Saved in:
9
Leading inflation indicators in Finland : pairwise analysis of Granger-causality and cointegration
Ripatti, Antti
-
1995
Persistent link: https://www.econbiz.de/10000554882
Saved in:
10
Causality and forecasting in incomplete systems
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1995
Persistent link: https://www.econbiz.de/10000561681
Saved in:
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