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Intraday linkages between the Spanish and the US stock markets : evidence of an overreaction effect

Miralles Marcelo, José Luis; Miralles-Quirós, José Luis - In: Applied economics 42 (2010) 1/3, pp. 223-235

Persistent link: https://www.econbiz.de/10003923269

What happened to the US stock market? : accounting for the past 50 years

Boldrin, Michele; Peralta-Alva, Adrian - In: Review / Federal Reserve Bank of St. Louis 91 (2009) 6, pp. 627-646

Persistent link: https://www.econbiz.de/10003924406

Essays on asset pricing and the macroeconomy

Kliem, Martin - 2009

Persistent link: https://www.econbiz.de/10003924973

What can we learn from 123 years of stock market fluctuations? : processes of mean aversion and reversion

He, Ling T. - In: The journal of investing 18 (2009) 4, pp. 57-71

Persistent link: https://www.econbiz.de/10003927341

The relative influence of the East and the West on Middle Eastern emerging stock markets : an empirical investigation

Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 20 (2010) 4/6, pp. 407-415

This article examines the relative influence of the US, UK and Japan on Middle Eastern Emerging Markets (MEEMs). The empirical results, from maximum likelihood regressions, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models and Vector Autoregression (VAR) estimates, provide...

Persistent link: https://www.econbiz.de/10003963313