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Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap
Ioannidis, C.; Peel, D.A. - In: Economics Letters 87 (2005) 2, pp. 221-226
Persistent link: https://www.econbiz.de/10005275807
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On the relationship between aggregate merger activity and the stock market: some further empirical evidence
Clarke, Roger; Ioannidis, Christos - In: Economics Letters 53 (1996) 3, pp. 349-356
Persistent link: https://www.econbiz.de/10005269832
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Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes
Peel, David A.; Ioannidis, Christos - In: Economics Letters 78 (2003) 2, pp. 147-152
Persistent link: https://www.econbiz.de/10005275906
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Dynamic predictive tests of a model under adaptive and rational expectations
Minford, Patrick; Ioannidis, Christos; Marwaha, Satwant - In: Economics Letters 11 (1983) 1-2, pp. 115-121
Persistent link: https://www.econbiz.de/10005175141
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A cross-sectional variance bounds test
Board, John; Bulkley, George; Tonks, Ian - In: Economics Letters 42 (1993) 4, pp. 373-377
Persistent link: https://www.econbiz.de/10005296365