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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Share price"
~isPartOf:"Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore"
~subject:"Australien"
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Search: subject_exact:"Estimation theory"
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Australien
Estimation theory
42
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Chan, Wai-Sum
2
Chiarella, Carl
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Tse, Yiu Kuen
2
Connolly, Robert A.
1
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1
Fong, Wai-mun
1
Harris, Lawrence E.
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Hung, Bill Wan-Sing
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Joerding, Wayne H.
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Jokivuolle, Esa
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Kee, Koh Seng
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Peat, Maurice
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Sim, Ah-boon
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Journal of financial and quantitative analysis : JFQA
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
Journal of econometrics
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
The economic record : er
14
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Economic modelling
10
Economics letters
10
Journal of empirical finance
10
Research paper / University of Melbourne, Department of Economics
10
Applied economics
9
Cambridge working papers in economics
9
Journal of banking & finance
9
Journal of forecasting
9
Australian journal of management
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
Working paper
8
Working papers in economics and econometrics
8
Journal of risk and financial management : JRFM
7
Pacific-Basin finance journal
7
Quantitative finance
7
Research discussion paper / Reserve Bank of Australia
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Applied financial economics
6
Australian economic papers
6
Discussion paper / Department of Economics, The University of Western Australia
6
Discussion paper / Tinbergen Institute
6
Econometric reviews
6
Econometrics : open access journal
6
Finance India : the quarterly journal of Indian Institute of Finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
NBER Working Paper
6
NBER working paper series
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper series
6
CESifo working papers
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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ECONIS (ZBW)
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1
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
2
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
3
Do Asian stock market prices follow martingales? : Evidence from spectral shape tests
Fong, Wai-mun
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001174916
Saved in:
4
Cross-return predictability in Pacific Basin stock markets
Chan, Wai-Sum
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 289-303
Persistent link: https://www.econbiz.de/10001174918
Saved in:
5
Capital flows and stock price volatility : evidence from Hong Kong
Hung, Bill Wan-Sing
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 225-235
Persistent link: https://www.econbiz.de/10001174921
Saved in:
6
Detecting and modelling nonlinearity in flexible exchange rate time series
Chiarella, Carl
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 159-186
Persistent link: https://www.econbiz.de/10001174923
Saved in:
7
Price-volume relation in stocks : a multiple time series analysis on the Singapore market
Chan, Wai-Sum
- In:
Asia Pacific journal of management : APJM ; a …
10
(
1993
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10001148864
Saved in:
8
An empirical test of arbitrage equilibrium with skewed asset returns : Australian evidence
Faff, Robert W.
- In:
Asia Pacific journal of management : APJM ; a …
10
(
1993
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10001154726
Saved in:
9
The interaction of the financing and investment decisions : preliminary results in the Australian context
Chiarella, Carl
;
Pham, Toan M.
;
Sim, Ah-boon
;
Tan, …
- In:
Asia Pacific journal of management : APJM ; a …
9
(
1992
)
2
,
pp. 209-229
Persistent link: https://www.econbiz.de/10001136376
Saved in:
10
An analysis of the January effect of United States, Taiwan and South Korean stock returns
Tong, Wilson H.
- In:
Asia Pacific journal of management : APJM ; a …
9
(
1992
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001136377
Saved in:
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