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~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"Effizienzmarkthypothese"
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Effizienzmarkthypothese
Time series analysis
333
Zeitreihenanalyse
333
Estimation
263
Schätzung
263
USA
160
United States
159
fractional integration
158
Theorie
149
Theory
148
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134
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Großbritannien
93
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persistence
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Börsenkurs
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Share price
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long memory
71
Structural break
70
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70
Fractional integration
68
Aktienmarkt
67
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48
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40
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37
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
53
Plastun, Alex
31
Kirchler, Michael
27
Subrahmanyam, Avanidhar
25
Kim, Jae H.
22
Vives, Xavier
22
Huber, Jürgen
21
Paul, Rodney J.
21
Weinbach, Andrew P.
20
Kochman, Ladd Michael
17
Pesaran, M. Hashem
17
Shiller, Robert J.
16
Lo, Andrew W.
15
Charles, Amélie
14
Chordia, Tarun
14
Chung, Dennis Y.
14
Darné, Olivier
14
Hrazdil, Karel
14
Krieger, Kevin
14
Makarenko, Inna
14
Metghalchi, Massoud
14
Urquhart, Andrew
14
Fafchamps, Marcel
13
Lim, Kian-Ping
13
Ljungqvist, Alexander
13
Vaughan Williams, Leighton
13
Zhang, Lu
13
Franck, Egon
12
Ibikunle, Gbenga
12
Sensoy, Ahmet
12
Zalewska-Mitura, Anna
12
Almudhaf, Fahad
11
Alós-Ferrer, Carlos
11
Bohl, Martin T.
11
Corgnet, Brice
11
DeSantis, Mark
11
Flepp, Raphael
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Goodwin, Randall
11
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6
CESifo working papers
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Computational economics
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African journal of economic and sustainable development
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European review of economics and finance
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International journal of bonds and derivatives
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International review of economics & finance : IREF
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Journal of quantitative economics : official journal of the Indian Econometric Society
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
37
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1
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:
2
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:
3
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
Saved in:
4
The weekend effect : a fractional integration and trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of bonds and derivatives
3
(
2017
)
2
,
pp. 114-131
Persistent link: https://www.econbiz.de/10011807770
Saved in:
5
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
47
(
2016
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011712348
Saved in:
6
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
7
Long range dependence in the indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10012418211
Saved in:
8
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economic studies
43
(
2016
)
6
,
pp. 954-965
Persistent link: https://www.econbiz.de/10011694413
Saved in:
9
The Kenyan stock market : inefficiency, long memory, persistence and anomalies in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
African journal of economic and sustainable development
4
(
2015
)
3
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011440196
Saved in:
10
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:
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