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A bootstrap-corrected causality test: another look at the money–income relationship

Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 207-216

Persistent link: https://www.econbiz.de/10006227813

Stock Price and Volume Relation in Emerging Markets

Gündüz, Lokman; Hatemi-J, Abdulnasser - In: Russian & East European finance and trade 41 (2005) 1, pp. 29-44

Persistent link: https://www.econbiz.de/10006239021

Multivariate tests for autocorrelation in the stable and unstable VAR models

Hatemi-J, Abdulnasser - In: Economic modelling 21 (2004) 4, pp. 661-684

Persistent link: https://www.econbiz.de/10006247039

How productivity and domestic output are related to exports and foreign output in the case of Sweden

Scott Hacker, R.; Hatemi-J, Abdulnasser - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 767-782

Persistent link: https://www.econbiz.de/10006253145

An examination of the equity market price linkage between Australia and the European Union using leveraged bootstrap method

Hatemi-J, Abdulnasser; Roca, Eduardo - In: The European journal of finance 10 (2004) 6, pp. 475-488

Persistent link: https://www.econbiz.de/10005923805

Is Pricing to Market Behavior a Long-Run Phenomenon? : A Non-Stationary Panel Analysis

Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Empirica : journal of european economics 31 (2004) 1, pp. 55-67

Persistent link: https://www.econbiz.de/10006080382

Money Supply and the Informational Efficiency of the Stock Market in Korea : Evidence from an Alternative Methodology

Hatemi-J, Abdulnasser - In: Journal of economic integration 17 (2002) 3, pp. 517-526

Persistent link: https://www.econbiz.de/10006086403

Empirical Analysis of Business Growth Factors Using Swedish Data

Davidsson, Per; Kirchhoff, Bruce; Hatemi-J, Abdulnasser; … - In: Journal of small business management : JSBM ; a joint … 40 (2002) 4, pp. 332-349

Persistent link: https://www.econbiz.de/10005940763

Is the Swedish Stock Market Becoming more Integrated with those of Germany and France?

Hatemi-J, Abdulnasser; Maneschiöld, Per-Ola; Roca, Eduardo - In: Economia Internazionale / International Economics 61 (2008) 4, pp. 665-685

This paper tests for equity market integration between Sweden and EU countries represented by Germany and France. A new causality test method developed by Hacker and Hatemi-J (2006) is applied. This method performs better than the other methods because it is robust to non-normality and the...

Persistent link: https://www.econbiz.de/10004981534

The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners

Roca, Eduardo D.; Hatemi-J, Abdulnasser - Econometric Society - 2004

We examine the equity market price interdependence between Australia, on one hand, and Japan, US, UK, Hong Kong, Singapore, Taiwan and Korea, on the other hand, based on Hacker and Hatemi-J (2003) bootstrap causality tests with leveraged adjustments. We cover the period January 1, 1993 to...

Persistent link: https://www.econbiz.de/10005063637