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~person:"Alexakis, Christos A."
~person:"McMillan, David G."
~subject:"Indexberechnung"
~subject:"Kointegration"
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Indexberechnung
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Alexakis, Christos A.
McMillan, David G.
Caporale, Guglielmo Maria
6
Aboura, Sofiane
4
Chang, Bisharat Hussain
4
Cheung, Yin-Wong
4
Chevallier, Julien
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Gil-Alaña, Luis A.
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Tabash, Mosab I.
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Filomena, Tiago Pascoal
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Kappou, Konstantina
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Sant'Anna, Leonardo Riegel
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Sheikh, Umaid A.
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Theissen, Erik
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1
Long run asymmetric relationships between Islamic and conventional equity indices
Alexakis, Christos A.
;
Pappas, Vasileios
;
Tsikou, Alexandros
-
2015
Persistent link: https://www.econbiz.de/10012174651
Saved in:
2
Hidden cointegration reveals hidden values in Islamic investments
Alexakis, Christos A.
;
Pappas, Vasileios
;
Tsikouras, …
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 70-83
Persistent link: https://www.econbiz.de/10011745323
Saved in:
3
Are international value premiums driven by the same set of fundamentals?
Black, Angela J.
;
Fraser, Patricia
;
McMillan, David G.
- In:
International review of economics & finance : IREF
16
(
2007
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10003461536
Saved in:
4
Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
Saved in:
5
Time variation in the cointegrating relationship between stock prices and economic activity
McMillan, David G.
- In:
International review of applied economics
19
(
2005
)
3
,
pp. 359-368
Persistent link: https://www.econbiz.de/10002894355
Saved in:
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