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Investors' judgments, asset pricing factors and sentiment

Shefrin, Hersh - In: European financial management : the journal of the … 21 (2015) 2, pp. 205-227

Persistent link: https://www.econbiz.de/10010516687

Size distortions of tests of the null hypothesis of stationarity : evidence and implications for applied work

Caner, Mehmet; Kilian, Lutz - 1999 - First Draft: March 1998, This Version: May 1, 1999

Kwiatkowski et al. (1992) and Leybourne and McCabe (1994) may cause extreme size distortions, if the model under the null … hypothesis is highly persistent. The existence of such size distortions has not been recognized in the previous literature. We … the recent float. Size distortions of tests of the unit root null hypothesis may be overcome by the use of finite …

Persistent link: https://www.econbiz.de/10010516947

Outliers and persistence in threshold autoregressive processes

Ahmad, Yamin; Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 37-56

Persistent link: https://www.econbiz.de/10011431114

Cross-sectional return patterns in New Zealand's registered and OTC stock markets

Anderson, Hamish D.; Marshall, Ben R.; Wang, Xiao - In: Pacific accounting review 27 (2015) 1, pp. 51-68

Persistent link: https://www.econbiz.de/10010532569

Empirical analysis of the shadow economy of the South East European countries

Sadiku, Luljeta; Berisha, Nimete; Sadiku, Murat - In: EU crisis and the role of the periphery, (pp. 41-56). 2015

Persistent link: https://www.econbiz.de/10011279997

The impact of size on small and medium-sized enterprise public sector tendering

Flynn, Anthony; McKevitt, David; Davis, Paul - In: International small business journal : researching … 33 (2015) 4, pp. 443-461

Persistent link: https://www.econbiz.de/10011284306

Nonparametric evaluation of economies of scope in the context of technical efficiency : the case of rice and vegetable farms in Korea

Kim, Kwan-soo; An, Donghwan - In: Asian economic journal : journal of the East Asian … 29 (2015) 3, pp. 285-301

Persistent link: https://www.econbiz.de/10011373590

Seeking partners in international alliances : the influence of cultural factors

Dasí-Rodríguez, Sonia; Pardo-del-Val, Manuela - In: Journal of business research : JBR 68 (2015) 7, pp. 1522-1526

Persistent link: https://www.econbiz.de/10011298520

How much does size matter in agri-food firms?

Campos-Climent, Vanessa; Sanchís Palacio, Joan Ramón - In: Journal of business research : JBR 68 (2015) 7, pp. 1589-1591

Persistent link: https://www.econbiz.de/10011298911

Determinants of stock returns : factors or systematic co-moments? ; crisis versus non-crisis periods

Hung, Chi-Hsiou D.; Azad, A. S. M. Sohel; Fang, Victor - In: Journal of international financial markets, … 31 (2014), pp. 14-29

Persistent link: https://www.econbiz.de/10011299361