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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Wei"
~subject:"Efficient market hypothesis"
~subject:"Großbritannien"
~subject:"Unit root test"
~type_genre:"Article in journal"
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Efficient market hypothesis
Großbritannien
Unit root test
Time series analysis
178
Zeitreihenanalyse
178
Estimation
144
Schätzung
144
Theorie
106
Theory
106
China
94
USA
88
United States
88
Börsenkurs
73
Share price
73
Cointegration
65
Kointegration
65
Capital income
61
Kapitaleinkommen
61
Volatility
56
Volatilität
56
Fractional integration
55
Aktienmarkt
50
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50
United Kingdom
47
fractional integration
44
Welt
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40
Einheitswurzeltest
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Persistence
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38
Strukturbruch
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35
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28
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28
Anlageverhalten
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persistence
25
Inflation
24
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EU-Staaten
22
long memory
21
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97
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97
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95
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95
Graue Literatur
92
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English
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Gil-Alaña, Luis A.
Zhang, Wei
Chang, Tsangyao
90
Machin, Stephen
88
Wright, Mike
66
Blundell, Richard W.
65
Crafts, Nicholas
57
Taylor, Mark P.
56
Taylor, Robert
56
Caporale, Guglielmo Maria
53
Mills, Terence C.
52
Su, Chi-Wei
50
Harris, Richard I. D.
49
Bryson, Alex
48
Disney, Richard
47
Narayan, Paresh Kumar
47
Leybourne, Stephen James
45
Minford, Patrick
45
Jenkins, Stephen
44
Green, Francis
42
Peel, David
42
Propper, Carol
42
Dolton, Peter J.
41
Brown, Sarah
40
Hall, Stephen G.
40
Greenaway, David
39
Gregg, Paul
39
Scott, Peter
39
Van Reenen, John
39
Bahmani-Oskooee, Mohsen
38
Booth, Alison L.
38
Burgess, Simon M.
38
Gupta, Rangan
38
Westerlund, Joakim
37
Cuthbertson, Keith
36
Girma, Sourafel
36
Haskel, Jonathan
36
MacDonald, Ronald
36
Manning, Alan
36
McMillan, David G.
36
Sloane, Peter J.
36
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Applied economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Economic modelling
5
Applied economics letters
4
Empirica : journal of european economics
4
Computational economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Economia internazionale
2
Economics letters
2
European review of economics and finance
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Oxford bulletin of economics and statistics
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
Tourism economics : the business and finance of tourism and recreation
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics
1
Atlantic economic journal : AEJ
1
Canadian journal of agricultural economics : CJAE
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Eastern economic journal
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Economics bulletin : EB
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Energy economics
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German economic review
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Global finance journal
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International Journal of Financial Studies : open access journal
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International journal of bonds and derivatives
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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 econometrics
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Journal of applied economics
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ECONIS (ZBW)
97
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1
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
2
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:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
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:
5
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
6
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
7
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:
8
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:
9
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
10
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
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