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Financial integration in the GCC region : market size versus national effects

Arin, Kerim Peren; Caporale, Guglielmo Maria; Kyriacou, … - In: Open economies review 31 (2020) 2, pp. 309-316

Persistent link: https://www.econbiz.de/10012229747

Momentum effects in the cryptocurrency market after one-day abnormal returns

Caporale, Guglielmo Maria; Plastun, Alex - In: Financial markets and portfolio management 34 (2020) 3, pp. 251-266

Persistent link: https://www.econbiz.de/10012289645

Volatility persistence in the Russian stock market

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 32 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430826

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

Non-linearities, cyber attacks and cryptocurrencies

Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - In: Finance research letters 32 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012430830

Force majeure events and stock market reactions in Ukraine

Caporale, Guglielmo Maria; Plastun, Alex; Makarenko, Inna - In: Investment management and financial innovations 16 (2019) 1, pp. 334-345

Persistent link: https://www.econbiz.de/10012056177

Bitcoin fluctuations and the frequency of price overreactions

Caporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor - In: Financial markets and portfolio management 33 (2019) 2, pp. 109-131

Persistent link: https://www.econbiz.de/10012113737

On stock price overreactions : frequency, seasonality and information content

Caporale, Guglielmo Maria; Plastun, Alex - In: Journal of applied economics 22 (2019) 1, pp. 602-621

This paper explores the frequency of price overreactions in the US stock market by focusing on the Dow Jones Industrial Index over the period 1990-2017. It uses two different methods (static and dynamic) to detect overreactions and then carries out various statistical tests (both parametric and...

Persistent link: https://www.econbiz.de/10012157453

UK overseas visitors : seasonality and persistence

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Tourism economics : the business and finance of tourism … 25 (2019) 5, pp. 827-831

Persistent link: https://www.econbiz.de/10012182194

Modelling volatility of cryptocurrencies using Markov-Switching GARCH models

Caporale, Guglielmo Maria; Zekokh, Timur - In: Research in international business and finance 48 (2019), pp. 143-155

Persistent link: https://www.econbiz.de/10012135859