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The cross-section and time-series effects of individual stock sentiment on stock prices
Li, Jinfang; Yang, Chunpeng - In: Applied economics 49 (2017) 47, pp. 4806-4815
Persistent link: https://www.econbiz.de/10011844801
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Quantile unit root test and PPP : evidence from 23 OECD countries
Bahmani-Oskooee, Mohsen; Ranjbar, Omid - In: Applied economics 48 (2016) 31/33, pp. 2899-2911
Persistent link: https://www.econbiz.de/10011614268
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Demand for money in the selected OECD countries : a time series panel data approach and structural breaks
Kumar, Saten; Chowdhury, Mamta Banu; Bhaskara Rao, … - In: Applied economics 45 (2013) 13/15, pp. 1767-1776
Persistent link: https://www.econbiz.de/10009758528
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Detecting multiple factors in panel data : an application on the growth of local regions in China
Chen, W. D. - In: Applied economics 48 (2016) 37/39, pp. 3558-3568
Persistent link: https://www.econbiz.de/10011620821
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Analysing money demand relation for OECD countries using common factors
Karaman Örsal, Deniz Dilan - In: Applied economics 49 (2017) 60, pp. 6003-6013
Persistent link: https://www.econbiz.de/10011845893
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Structural break, nonlinearity and asymmetry : a re-examination of PPP proposition
Omay, Tolga; Emirmahmutoglu, Furkan; Hasanov, Mübariz - In: Applied economics 50 (2018) 12, pp. 1289-1308
Persistent link: https://www.econbiz.de/10011848366
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PPP in the 34 OECD countries : evidence from quantile-based unit root tests with both smooth and sharp breaks
Bahmani-Oskooee, Mohsen; Wu, Tsung-Pao - In: Applied economics 50 (2018) 23, pp. 2622-2634
Persistent link: https://www.econbiz.de/10011850300
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Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks
Xie, Hong; Tiwari, Aviral Kumar; Chang, Tsangyao - In: Applied economics 50 (2018) 46, pp. 4985-4998
Persistent link: https://www.econbiz.de/10012061669
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Testing weak exogeneity in cointegrated panels
Moral-Benito, Enrique; Servén, Luis - In: Applied economics 47 (2015) 28/30, pp. 3116-3228
Persistent link: https://www.econbiz.de/10011289328
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Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972
Persistent link: https://www.econbiz.de/10010399534