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Testing the weak-form efficiency of the Bulgarian stock market
Angelov, Nikolay - 2009
Persistent link: https://www.econbiz.de/10003827349
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Tests for weak form market efficiency in stock prices : Monte Carlo evidence
Khaled, Mohammed S.; Keef, Stephen P. - 2011
Persistent link: https://www.econbiz.de/10009419256
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An exploration of the efficiency of the Chinese stock market
Groenewold, Nicolaas; Tang, Sam Hak Kan; Wu, Yanrui - 2001
Persistent link: https://www.econbiz.de/10001619244
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Spurious regressions in technical trading : momentum or contrarian?
Shintani, Mototsugu; Yabu, Tomoyoshi; Nagakura, Daisuke - 2008
Persistent link: https://www.econbiz.de/10003727425
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Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem; Yamagata, Takashi - 2017
Persistent link: https://www.econbiz.de/10011670177
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Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem; Yamagata, Takashi - 2017
-Gaussianity and general forms of weakly cross correlated errors. It does not require estimation of an invertible error covariance …
Persistent link: https://www.econbiz.de/10011630054
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Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes
Kara, Alper; Yıldırım, Dilem; Tunç, Gül Ipek - 2021
Persistent link: https://www.econbiz.de/10013550334
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Ranking of VaR and ES Models : performance in developed and emerging markets
Zikovic, Sasa; Filer, Randall Keith - 2012
perform significantly better in ES estimation. -- ranking ; Value at Risk ; Expected Shortfall ; extreme value theory …
Persistent link: https://www.econbiz.de/10009665398
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Sources of gains from international portfolio diversification
Campa, José Manuel - 2004
Persistent link: https://www.econbiz.de/10013424443
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Consumer risk appetite, the credit cycle, and the housing bubble
Breeden, Joseph L.; Canals-Cerdá, José J. - 2016
Persistent link: https://www.econbiz.de/10011449437