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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Härdle, Wolfgang"
~subject:"Share price"
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Caporale, Guglielmo Maria
Härdle, Wolfgang
Gupta, Rangan
20
Stulz, René M.
18
Allen, David E.
14
Liljeblom, Eva
14
Pierdzioch, Christian
12
Berglund, Tom
10
Lee, Jung Wan
10
McAleer, Michael
10
Kang, Wensheng
9
Vespignani, Joaquin
9
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8
Guo, Hui
8
Hou, Kewei
8
Weber, Enzo
8
Chiarella, Carl
7
Döpke, Jörg
7
Hayo, Bernd
7
Neuenkirch, Matthias
7
Albuquerque, Rui
6
Birru, Justin
6
Bohl, Martin T.
6
Cepni, Oguzhan
6
Groenewold, Nicolaas
6
Hsing, Yu
6
Kilic, Mete
6
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Masih, Abdul Mansur M.
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Papanikolaou, Dimitris
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Ratti, Ronald A.
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5
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5
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Hautsch, Nikolaus
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria
;
Karanasos, Menelaos
;
Yfanti, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276
Saved in:
2
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
4
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
5
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
6
The weekend effect : a trading robot and fractional integration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010364554
Saved in:
7
Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
8
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
9
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
10
On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007 - 2010
Caporale, Guglielmo Maria
;
Hunter, John
;
Ali, Faek Menla
-
2013
Persistent link: https://www.econbiz.de/10009731958
Saved in:
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