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~language:"eng"
~person:"Anoruo, Emmanuel"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"Efficient market hypothesis"
~subject:"Unit root test"
~type_genre:"Article in journal"
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Efficient market hypothesis
Unit root test
Time series analysis
181
Zeitreihenanalyse
181
Estimation
157
Schätzung
157
Theorie
108
Theory
108
USA
98
United States
98
China
94
Börsenkurs
77
Share price
77
Cointegration
75
Kointegration
75
Capital income
67
Kapitaleinkommen
67
Volatility
59
Volatilität
59
Fractional integration
55
Einheitswurzeltest
53
Aktienmarkt
52
Stock market
52
Großbritannien
49
United Kingdom
49
fractional integration
44
Welt
43
World
43
Structural break
39
Strukturbruch
39
Persistence
38
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35
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29
Unemployment
29
Anlageverhalten
27
Behavioural finance
27
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25
persistence
25
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24
Zins
24
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23
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70
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70
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54
Graue Literatur
54
Non-commercial literature
54
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54
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2
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English
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Anoruo, Emmanuel
Gil-Alaña, Luis A.
Zhang, Wei
Chang, Tsangyao
88
Taylor, Robert
55
Su, Chi-Wei
50
Leybourne, Stephen James
39
Narayan, Paresh Kumar
38
Westerlund, Joakim
37
Phillips, Peter C. B.
34
Chang, Hsu-Ling
32
Caporale, Guglielmo Maria
29
Harvey, David I.
28
Lee, Junsoo
27
Bahmani-Oskooee, Mohsen
26
Tiwari, Aviral Kumar
25
Lee, Chien-chiang
22
Omay, Tolga
22
Paul, Rodney J.
21
Ramírez, Miguel D.
20
Ranjbar, Omid
20
Weinbach, Andrew P.
20
Cook, Steven
19
Darné, Olivier
18
Smyth, Russell
18
Subrahmanyam, Avanidhar
18
Cavaliere, Giuseppe
17
Kochman, Ladd Michael
17
Kim, Jae H.
16
Perron, Pierre
16
Rodrigues, Paulo M. M.
16
Baharumshah, Ahmad Zubaidi
15
Holmes, Mark J.
15
Nazlıoğlu, Şaban
15
Gupta, Rangan
14
Lim, Kian-Ping
14
Metghalchi, Massoud
14
Christopulos, Dēmētrēs K.
13
Payne, James E.
13
Plastun, Alex
13
Charles, Amélie
12
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Economic modelling
5
Empirica : journal of european economics
4
Computational economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
3
Applied economics
2
European review of economics and finance
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of international economic review
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Applied economics letters
1
Applied financial economics
1
Canadian journal of agricultural economics : CJAE
1
Eastern economic journal
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Energy economics
1
German economic review
1
Global finance journal
1
Global review of business and economic research
1
Indian journal of economics & business : IJEB
1
International Journal of Energy Economics and Policy : IJEEP
1
International economic journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of bonds and derivatives
1
International journal of computational economics and econometrics
1
International journal of economics and financial issues : IJEFI
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of applied economics
1
Journal of development alternatives and area studies
1
Journal of economic studies
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
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70
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1
Limits of arbitrage and mispricing : evidence from mergers and acquisitions
Ma, Qingzhong
;
Whidbee, David A.
;
Zhang, Wei
- In:
Review of behavioral finance : RBF
14
(
2022
)
5
,
pp. 854-874
Persistent link: https://www.econbiz.de/10013453780
Saved in:
2
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
Saved in:
3
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
4
Are acquirers efficiently priced? : evidence from subsequent earnings announcements
Goukasian, Levon
;
Huang, Emily J.
;
Ma, Qingzhong
;
Zhang, Wei
- In:
Review of economics & finance
16
(
2019
)
2
,
pp. 15-30
Persistent link: https://www.econbiz.de/10012030943
Saved in:
5
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
6
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 657-680
Persistent link: https://www.econbiz.de/10012385147
Saved in:
7
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
8
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
9
Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian
;
Gu, Gao-Feng
;
Jiang, Zhi-Qiang
;
Xiong, Xiong
; …
- In:
Computational economics
50
(
2017
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
Saved in:
10
The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness C.
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 283-294
Persistent link: https://www.econbiz.de/10011754449
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