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Empirical evidence on the time-series behaviour of stock and bond prices in the inter-war period
Peel, David - In: Applied financial economics 3 (1993) 1, pp. 15-20
Persistent link: https://www.econbiz.de/10001145272
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Further empirical analysis of the time series properties of financial ratios based on a panel data approach
Peel, David A.; Peel, Michael J.; Venetis, Ioannis A. - In: Applied financial economics 14 (2004) 3, pp. 155-164
Persistent link: https://www.econbiz.de/10007651373
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Volatility persistence in asset markets : long memory in high/low prices
Byers, J. David; Peel, David - In: Applied financial economics 11 (2001) 3, pp. 253-260
Persistent link: https://www.econbiz.de/10001688780
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Is the price enough to value a state-contingent asset correctly? : Evidence from a gambling market
Cain, Michael; Law, David; Peel, David - In: Applied financial economics 12 (2002) 1, pp. 33-38
Persistent link: https://www.econbiz.de/10001646094
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Further empirical analysis of the time series properties of financial ratios based on a panel data approach
Peel, David; Peel, Michael J.; Venetis, Ioannis A. - In: Applied financial economics 14 (2004) 3, pp. 155-163
Persistent link: https://www.econbiz.de/10001915446
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On the relationship between nominal exchange rates and domestic and foreign prices
Paya, Ivan; Peel, David A. - In: Applied financial economics 17 (2007) 2, pp. 105-118
Persistent link: https://www.econbiz.de/10007617366
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Linkages between Shanghai and Hong Kong stock indices
Zhang, Shenqiu; Payá, Ivan; Peel, David - In: Applied financial economics 19 (2009) 22/24, pp. 1847-1857
Persistent link: https://www.econbiz.de/10003921085
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On the relationship between nominal exchange rates and domestic and foreign prices
Payá, Ivan; Peel, David - In: Applied financial economics 17 (2007) 1/3, pp. 105-117
Persistent link: https://www.econbiz.de/10003427020