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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Stock market"
~subject:"Efficient market hypothesis"
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Stock market
Efficient market hypothesis
Schätzung
51
Estimation
50
Zeitreihenanalyse
37
Time series analysis
36
USA
32
United States
32
EU countries
27
EU-Staaten
27
Theorie
25
Theory
24
Business cycle
22
Konjunktur
22
Euro area
20
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20
Volatility
20
Volatilität
20
Börsenkurs
18
Cointegration
18
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18
Share price
18
Aktienmarkt
17
Capital income
17
Interest rate
17
Kapitaleinkommen
17
Zins
17
International economy
14
Internationale Wirtschaft
14
Business cycle synchronization
13
Großbritannien
13
Kaufkraftparität
13
Konjunkturzusammenhang
13
Purchasing power parity
13
United Kingdom
13
Economy of time
12
Zeitökonomie
12
Hysteresis
11
Effizienzmarkthypothese
10
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10
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English
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Caporale, Guglielmo Maria
Guo, Hui
20
Gupta, Rangan
14
Gil-Alaña, Luis A.
12
Stulz, René M.
12
Karolyi, G. Andrew
10
Pierdzioch, Christian
8
Diebold, Francis X.
7
Hou, Kewei
7
Spagnolo, Nicola
7
Vespignani, Joaquin
7
Werner, Ingrid M.
7
Lee, Jung Wan
6
Liljeblom, Eva
6
McGowan, Carl B.
6
Narayan, Paresh Kumar
6
Plastun, Alex
6
Savickas, Robert
6
Allen, David E.
5
Baek, Chung
5
Glabadanidis, Paskalis
5
Gregoriou, Andros
5
Guidolin, Massimo
5
Hayo, Bernd
5
Kang, Wensheng
5
McAleer, Michael
5
O'Grady, Barry
5
Risager, Ole
5
Semmler, Willi
5
Weber, Enzo
5
Apergēs, Nikolaos
4
Bartram, Söhnke M.
4
Bekaert, Geert
4
Berglund, Tom
4
Bollerslev, Tim
4
Bordo, Michael D.
4
Brückner, Markus
4
Campbell, Sean D.
4
Cepni, Oguzhan
4
Hassan, M. Kabir
4
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Economics and finance working paper series
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ECONIS (ZBW)
24
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1
The impact of
business
and political news on the GCC stock markets
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
-
2018
Persistent link: https://www.econbiz.de/10011995746
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
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
7
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:
8
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010348409
Saved in:
9
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2013
Persistent link: https://www.econbiz.de/10010241526
Saved in:
10
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
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