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~language:"eng"
~person:"Frino, Alex"
~person:"Gil-Alaña, Luis A."
~subject:"Aktienmarkt"
~subject:"Share price"
~type_genre:"Article in journal"
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Aktienmarkt
Share price
Time series analysis
172
Zeitreihenanalyse
172
Estimation
134
Schätzung
134
USA
82
United States
82
Theorie
66
Theory
66
Cointegration
64
Kointegration
64
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Frino, Alex
Gil-Alaña, Luis A.
Gupta, Rangan
141
Narayan, Paresh Kumar
83
McMillan, David G.
72
Zaremba, Adam
70
Wohar, Mark E.
68
Tiwari, Aviral Kumar
67
Hammoudeh, Shawkat
66
Faff, Robert W.
63
Ryu, Doojin
62
Xuan Vinh Vo
57
Caporale, Guglielmo Maria
56
Hassan, M. Kabir
55
Madura, Jeff
54
Brooks, Robert
53
Ma, Feng
53
Wong, Wing Keung
52
Bouri, Elie
50
Nguyen, Duc Khuong
49
Lucey, Brian M.
45
Chiang, Thomas C.
44
Demirer, Rıza
44
Mensi, Walid
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Xiong, Xiong
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Kang, Sang Hoon
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Sehgal, Sanjay
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Pierdzioch, Christian
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Subrahmanyam, Avanidhar
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Zhang, Wei
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Guesmi, Khaled
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Salisu, Afees A.
36
Schiereck, Dirk
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Cakici, Nusret
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Corbet, Shaen
35
Bohl, Martin T.
34
Chan, Kam C.
34
Shahzad, Syed Jawad Hussain
34
Balcilar, Mehmet
33
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The journal of futures markets
9
Pacific-Basin finance journal
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Research in international business and finance
4
Finance research letters
3
International journal of theoretical and applied finance
3
Journal of economics and finance
3
Review of development finance
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Applied economics letters
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Applied financial economics
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of economic studies
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Review of quantitative finance and accounting
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Accounting and finance
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Advances in Pacific Basin financial markets
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African journal of economic and sustainable development
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Applied financial economics letters
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Australian journal of management
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Defence and peace economics
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Emerging markets, finance and trade : EMFT
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Energy economics
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European review of economics and finance
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International journal of bonds and derivatives
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Journal of economic integration : jei
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Journal of forecasting
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Journal of international money and finance
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Journal of quantitative economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Review of Pacific Basin financial markets and policies
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Review of financial economics : RFE
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ECONIS (ZBW)
83
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1
Does information asymmetry predict audit fees?
Frino, Alex
;
Palumbo, Riccardo
;
Rosati, Pierangelo
- In:
Accounting and finance
63
(
2023
)
2
,
pp. 2597-2619
Persistent link: https://www.econbiz.de/10014302110
Saved in:
2
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
3
Connectivity costs and price efficiency : an event study
Frino, Alex
;
Kovacevic, Ognjen
;
Mollica, Vito
;
Webb, …
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
Saved in:
4
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
5
The outbreak of COVID-19 and stock market liquidity : evidence from emerging and developed equity markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534137
Saved in:
6
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
7
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
8
Reporting delays and the information content of off-market trades
Frino, Alex
;
Galati, Luca
;
Gerace, Dionigi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
Saved in:
9
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
10
Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Journal of economic integration : jei
36
(
2021
)
2
,
pp. 185-202
Persistent link: https://www.econbiz.de/10012620110
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