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Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ko, Hee-Un; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
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Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid; Lee, Yun-Jung; Xuan Vinh Vo; Yoon, Seong-min - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
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OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan; Yoon, Seong-min - In: The North American journal of economics and finance : a … 45 (2018), pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
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Asymmetric dependence structures for regional stock markets : an unconditional quantile regression approach
Dong, Xiyong; Li, Changhong; Yoon, Seong-min - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012656873
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Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Hanif, Waqas; Hernandez, Jose Arreola; Sadorsky, Perry A.; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012659565
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How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Dong, Xiyong; Li, Changhong; Yoon, Seong-min - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186604