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The sources of stock market volatility in Pakistan

Ihsan, Hajra; Ahmed, Eatzaz - In: Journal of world economic review 15 (2020) 1, pp. 15-34

Persistent link: https://www.econbiz.de/10012670422

The existence of random walk in the Philippine stock market : evidence from unit root and variance-ratio tests

Camba, Abraham C. <Jr>; Camba, Aileen L. - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 10, pp. 523-530

Persistent link: https://www.econbiz.de/10012671436

Testing for strict stationarity in a random coefficient autoregressive model

Trapani, Lorenzo - In: Econometric reviews 40 (2021) 3, pp. 220-256

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Non-normal errors or nonlinearity? : performance of unit root tests

Lee, Hyejin; Hur, Mansik - In: Applied economics 53 (2021) 52, pp. 6094-6103

Persistent link: https://www.econbiz.de/10012650385

Are unemployment rates in OECD countries stationary? : evidence from univariate and panel unit root tests

Khraief, Naceur; Shahbaz, Muhammad; Heshmati, Almas; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012658669

Mean reversions in major developed stock markets : recent evidence from unit root, spectral and abnormal return studies

Nguyen, James; Li, Wei-Xuan; Chen, Clara Chia Sheng - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-20

We revisited the issue of return predictability in three major developed markets (USA, UK and Japan) using a unique dataset from the Wharton Research Data Services database and a comprehensive set of traditional and recent statistical methods. We specifically employed a variety of traditional...

Persistent link: https://www.econbiz.de/10013272993