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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Savickas, Robert"
~subject:"Stock market"
~subject:"Efficient market hypothesis"
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Stock market
Efficient market hypothesis
Schätzung
55
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54
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38
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36
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36
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27
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Caporale, Guglielmo Maria
Savickas, Robert
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
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
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4
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Economics and finance working paper series
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ECONIS (ZBW)
28
RePEc
2
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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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