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Has the structural break slowed down growth rates of stock markets?
Narayan, Paresh Kumar; Narayan, Seema; Mishra, Sagarika - In: Economic modelling 30 (2013), pp. 395-601
Persistent link: https://www.econbiz.de/10009708828
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Can institutions and macroeconomic factors predict stock returns in emerging markets?
Narayan, Paresh Kumar; Narayan, Seema; Thuraisamy, … - In: Emerging markets review 19 (2014), pp. 77-95
Persistent link: https://www.econbiz.de/10010418050
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Share price clustering in Mexico
Narayan, Paresh Kumar; Narayan, Seema; Popp, Stephan; … - In: International review of financial analysis 20 (2011) 2, pp. 113-119
Persistent link: https://www.econbiz.de/10009295840
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Spread determinants and the day-of-the-week effect
Narayan, Paresh Kumar; Mishra, Sagarika; Narayan, Seema - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 51-60
Persistent link: https://www.econbiz.de/10010468792
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New empirical evidence on the bid-ask spread
Narayan, Paresh Kumar; Mishra, Sagarika; Narayan, Seema - In: Applied economics 47 (2015) 40/42, pp. 4484-4500
Persistent link: https://www.econbiz.de/10011295331
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Estimating the speed of adjustment to target levels : the case of energy prices
Narayan, Seema; Narayan, Paresh Kumar - In: Energy economics 62 (2017), pp. 419-427
Persistent link: https://www.econbiz.de/10011748232
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Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151
Persistent link: https://www.econbiz.de/10011535319
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Credit quality implied momentum profits for Islamic stocks
Narayan, Paresh Kumar; Narayan, Seema; Dinh Hoang Bach Phan - In: Pacific-Basin finance journal 42 (2017), pp. 11-23
Persistent link: https://www.econbiz.de/10011800532
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Is there a financial news risk premium in Islamic stocks?
Narayan, Paresh Kumar; Dinh Hoang Bach Phan; Narayan, Seema - In: Pacific-Basin finance journal 42 (2017), pp. 158-170
Persistent link: https://www.econbiz.de/10011800567
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Has the Structural Break Slowed Down Growth Rates of Stock Markets?
Narayan, Paresh Kumar - 2012
In this paper, we use the common structural break test suggested by Bai et al. (1998) to test for a common structural break in the stock prices of the US, the UK, and Japan. On the basis of the structural break, we divide each country‟s stock price series into sub-samples and investigate...
Persistent link: https://www.econbiz.de/10013106839