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Testing for stock return predictability in a large Chinese panel

Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100

Persistent link: https://www.econbiz.de/10011538541

A sequential purchasing power parity test for panels of large cross-sections and implications for investors

Westerlund, Joakim; Narayan, Paresh Kumar - In: The European journal of finance 21 (2015) 13/15, pp. 1317-1333

Persistent link: https://www.econbiz.de/10011419881

Panel bootstrap tests of slope homogeneity

Blomquist, Johan; Westerlund, Joakim - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1359-1381

Persistent link: https://www.econbiz.de/10011481712

New tools for understanding the local asymptotic power of panel unit root tests

Westerlund, Joakim; Larsson, Rolf - In: Journal of econometrics 188 (2015) 1, pp. 59-93

Persistent link: https://www.econbiz.de/10011500261

Nonparametric rank tests for non-stationary panels

Pedroni, Peter Louis; Vogelsang, Timothy J.; Wagner, Martin - 2011

This study develops new rank tests for panels that include panel unit root tests as a special case. The tests are unusual in that they can accommodate very general forms of both serial and cross-sectional dependence, including cross-unit cointegration, without the need to specify the form of...

Persistent link: https://www.econbiz.de/10009686205

A GARCH model for testing market efficiency

Narayan, Paresh Kumar; Liu, Ruipeng; Westerlund, Joakim - In: Journal of international financial markets, … 41 (2016), pp. 121-138

Persistent link: https://www.econbiz.de/10011475947

Some preliminary evidence of price discovery in Islamic banks

Narayan, Paresh Kumar; Sharma, Susan Sunila; … - In: Pacific-Basin finance journal 52 (2018), pp. 107-122

Persistent link: https://www.econbiz.de/10012035612

Islamic spot and index futures markets : where is the price discovery?

Karabiyik, Hande; Narayan, Paresh Kumar; Dinh Hoang … - In: Pacific-Basin finance journal 52 (2018), pp. 123-133

Persistent link: https://www.econbiz.de/10012035614

Estimation of factor-augmented panel regressions with weakly influential factors

Reese, Simon; Westerlund, Joakim - In: Econometric reviews 37 (2018) 1/5, pp. 401-465

Persistent link: https://www.econbiz.de/10012039354

Subnational government tax revenue capacity and effort convergence : new evidence from sequential unit root tests

Mahdavi, Saeid; Westerlund, Joakim - In: Economic modelling 73 (2018), pp. 174-183

Persistent link: https://www.econbiz.de/10012100521

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