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Exploring contemporaneous correlations among BRICS stock markets

Talwar, Shalini - In: Analele Universitătii Dunărea de Jos Galaţi 25 (2019) 3, pp. 51-59

Persistent link: https://www.econbiz.de/10012285702

Algorithmic trading of co-integrated assets

Cartea, Álvaro; Jaimungal, Sebastian - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-18

Persistent link: https://www.econbiz.de/10011572368

Stock market integration in Africa reconsidered : a wavelet multiple correlation and cross-correlation analysis

Rémy, Oyaya Jean - In: The empirical economics letters : a monthly … 15 (2016) 2, pp. 205-218

Persistent link: https://www.econbiz.de/10011580420

Market integration between conventional and Islamic stock prices

Majdoub, Jihed; Mansour, Walid; Jouini, Jamel - In: The North American journal of economics and finance : a … 37 (2016), pp. 436-457

Persistent link: https://www.econbiz.de/10011672988

Does the relationship between small and large portfolios' returns confirm the lead-lag effect? Evidence from the Athens Stock Exchange

Drakos, Anastassios A. - In: Research in international business and finance 36 (2016), pp. 546-561

Persistent link: https://www.econbiz.de/10011594584

Wealth effect revisited : novel evidence on long term co-memories between real estate and stock markets

Kiohos, Apostolos; Babalos, Vassilios; Koulakiotis, … - In: Finance research letters 20 (2017), pp. 217-222

Persistent link: https://www.econbiz.de/10011806923

Stock price co-movement and the foundations of pairs trading

Farago, Adam; Hjalmarsson, Erik - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 629-665

Persistent link: https://www.econbiz.de/10012138924

Equity market information and credit risk signaling : a quantile cointegrating regression approach

Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59

Persistent link: https://www.econbiz.de/10011756467

Macro-financial effects of portfolio flows : Malaysia's experience

Tng Boon Hwa; Raghavan, Mala; Huey, Teh Tian - 2017

Persistent link: https://www.econbiz.de/10011710934

A Vector Error Correction Model (VECM) Approach to Investigate the Linear Behaviour of Stocks, Bonds and Hedge Funds

Gupta, Himanshu; Jain, Manjula - 2022

One of the major concerns in todays’ world of economic finance, especially investments in asset classes like stocks and bonds, is whether the returns on these asset classes are linear or non-linear. To test the linearity behaviour, this paper employs the Granger causality test (Granger, 1969)...

Persistent link: https://www.econbiz.de/10013293906