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Testing Tobler's law in spatial panels : a test for spatial dependence robust against common factors

Millo, Giovanni - 2010

of it being able to tell the presence of spatial-type dependence in the errors of a typical spatial panel irrespective of …

Persistent link: https://www.econbiz.de/10011575881

Essays in panel data econometrics

Czarnowske, Daniel - 2021

Persistent link: https://www.econbiz.de/10013341615

Volatility behavior of asset returns based on robust volatility ratio : empirical analysis on global stock indices

Shaik, Muneer; Maheswaran, S. - In: Cogent economics & finance 7 (2019) 1, pp. 1-27

In this paper we come up with an alternate theoretical proof for the independence and unbiased property of extreme value robust volatility estimator with respect to the standard robust volatility estimator as proposed in the paper by Muneer & Maheswaran (2018b). We show that the robust...

Persistent link: https://www.econbiz.de/10012023869

The existence of an anomaly in the city indices in Borsa Istanbul

Altin, Hakan - In: International journal of corporate finance and … 8 (2021) 2, pp. 12-27

Persistent link: https://www.econbiz.de/10012666820

Stock investment and excess returns : a critical review in the light of the efficient market hypothesis

Qianwei, Ying; Yousaf, Tahir; Ul Ain, Qurat; Akhtar, Yasmeen - In: Journal of risk and financial management : JRFM 12 (2019) 2/97, pp. 1-22

diverged from their intrinsic value. This paper presents an analysis of anomaly returns in the presence of the theory of the …

Persistent link: https://www.econbiz.de/10012022012

Data-driven investigation into anomaly trading strategies : evidence with econometrics

French, Jordan - 2019

Persistent link: https://www.econbiz.de/10012126157

The speed of convergence to market efficiency on NASDAQ hedging stocks

Huang, Han-Ching; Su, Yong-chern; Yang, Ming-yu - In: Investment management and financial innovations 10 (2013) 2, pp. 84-92

Persistent link: https://www.econbiz.de/10010201089

Systematic risk changes, negative realized excess returns and time-varying CAPM beta

Novák, Jiri - In: Finance a úvěr 65 (2015) 2, pp. 167-190

Persistent link: https://www.econbiz.de/10010504700

International price and earnings momentum

Leippold, Markus; Lohre, Harald - In: The European journal of finance 18 (2012) 5/6, pp. 535-573

Persistent link: https://www.econbiz.de/10009615713

Carry momentum

Davis, Joshua M.; Dorsten, Matt; Gillmann, Normane; … - In: Financial analysts journal : FAJ 78 (2022) 1, pp. 5-38

Persistent link: https://www.econbiz.de/10013167451